+233.7%
SMH vs GLW
+228.2%
+5.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -0.7% |
| 7D | +4.9% | +7.7% | -2.8% | +0.7% |
| 30D | -13.8% | -18.8% | +5.0% | -3.9% |
| 3M | -17.4% | -27.7% | +10.4% | -3.8% |
| 6M | -15.0% | -44.4% | +29.5% | +9.1% |
| YTD | +35.2% | +31.3% | +3.9% | -5.1% |
| 1Y | +41.6% | +40.0% | +1.5% | -5.5% |
| 3Y | +215.6% | +339.2% | -123.6% | -12.2% |
| All | +233.7% | +228.2% | +5.5% | +16.3% |
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 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