+211.7%
SMH vs GPC
+1.3%
+210.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.7% |
| 7D | -6.7% | +0.4% | -7.1% | -6.7% |
| 30D | -19.8% | -1.8% | -18.0% | -19.7% |
| 3M | -15.1% | -6.6% | -8.5% | -14.5% |
| 6M | -14.6% | +21.3% | -36.0% | -18.1% |
| YTD | +34.3% | +4.3% | +30.0% | +31.1% |
| 1Y | +35.2% | +3.3% | +32.0% | +32.2% |
| 3Y | +211.7% | +0.8% | +210.9% | +188.5% |
| All | +211.7% | +1.3% | +210.4% | +188.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling