+1,475.7%
SMH vs GPC
+74.9%
+1,400.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | -13.8% | -6.3% | -7.5% | -11.9% |
| 3M | -17.4% | -8.2% | -9.2% | -15.1% |
| 6M | -15.0% | +27.1% | -42.1% | -24.7% |
| YTD | +35.2% | +3.1% | +32.0% | +28.8% |
| 1Y | +41.6% | +0.1% | +41.5% | +36.5% |
| 3Y | +215.6% | +0.2% | +215.4% | +189.6% |
| 5Y | +233.2% | +4.9% | +228.4% | +196.4% |
| All | +1,475.7% | +74.9% | +1,400.8% | +986.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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