+338.0%
SMH vs GPC
+30.9%
+307.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.2% |
| 7D | +4.3% | -0.6% | +5.0% | +4.5% |
| 30D | +0.9% | +1.3% | -0.4% | +0.4% |
| 3M | -2.8% | +37.1% | -39.9% | -13.8% |
| 6M | +45.6% | +23.2% | +22.4% | +33.9% |
| YTD | +59.5% | +13.1% | +46.4% | +49.3% |
| 1Y | +93.4% | +0.9% | +92.6% | +89.2% |
| 3Y | +287.1% | -0.8% | +287.9% | +263.1% |
| 5Y | +338.0% | +31.1% | +306.9% | +220.7% |
| All | +338.0% | +30.9% | +307.2% | +220.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling