+1,253.2%
SMH vs GPC
+1,246.9%
+6.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.0% |
| 7D | +2.5% | +1.2% | +1.3% | +1.8% |
| 30D | -0.5% | +6.0% | -6.4% | -3.8% |
| 3M | -9.6% | +42.6% | -52.3% | -28.1% |
| 6M | +42.1% | +22.8% | +19.3% | +22.6% |
| YTD | +57.4% | +15.5% | +42.0% | +38.6% |
| 1Y | +96.2% | +2.0% | +94.2% | +85.0% |
| 3Y | +267.9% | -1.4% | +269.4% | +231.9% |
| 5Y | +327.7% | +30.6% | +297.1% | +218.6% |
| 10Y | +1,764.6% | +80.6% | +1,684.0% | +920.0% |
| All | +1,253.2% | +1,246.9% | +6.3% | +43.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling