+1,789.8%
SMH vs GLW
+844.8%
+944.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.7% | -0.6% |
| 7D | +1.4% | +11.7% | -10.3% | -5.0% |
| 30D | -2.2% | +2.7% | -4.9% | -4.4% |
| 3M | -1.9% | -2.8% | +1.0% | -5.0% |
| 6M | +41.0% | +20.2% | +20.9% | +15.4% |
| YTD | +55.6% | +87.3% | -31.7% | -7.5% |
| 1Y | +86.8% | +119.6% | -32.8% | -0.7% |
| 3Y | +277.7% | +453.7% | -176.0% | +6.8% |
| 5Y | +324.2% | +376.1% | -51.9% | +31.5% |
| All | +1,789.8% | +844.8% | +944.9% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling