+43.0%
SMH vs GPC
+0.8%
+42.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.8% | +5.6% | +4.8% |
| 7D | +0.5% | -2.1% | +2.6% | +0.4% |
| 30D | -14.2% | -4.5% | -9.7% | -14.3% |
| 3M | -11.5% | -7.7% | -3.8% | -11.7% |
| 6M | -12.0% | +24.3% | -36.3% | -14.9% |
| YTD | +40.8% | +3.5% | +37.3% | +35.4% |
| All | +43.0% | +0.8% | +42.3% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling