+339.4%
SMH vs GLW
+376.7%
-37.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.6% | -6.4% | -2.8% |
| 7D | +5.2% | +14.0% | -8.8% | -2.0% |
| 30D | -1.5% | +0.4% | -1.9% | -2.4% |
| 3M | -4.1% | -11.3% | +7.3% | -2.2% |
| 6M | +50.8% | +35.1% | +15.7% | +15.8% |
| YTD | +59.3% | +90.5% | -31.2% | -6.2% |
| 1Y | +94.1% | +132.0% | -37.9% | -1.4% |
| 3Y | +286.7% | +463.3% | -176.6% | +1.6% |
| 5Y | +339.4% | +382.5% | -43.1% | +28.7% |
| All | +339.4% | +376.7% | -37.3% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling