+1,097.4%
SMH vs GPC
+1,098.2%
-0.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +12.1% | -1.3% | +13.3% | +12.9% |
| 30D | -14.7% | -6.0% | -8.7% | -12.1% |
| 3M | -14.2% | -7.6% | -6.6% | -11.1% |
| 6M | -10.6% | +24.2% | -34.8% | -23.8% |
| YTD | +39.3% | +2.7% | +36.6% | +30.0% |
| 1Y | +41.6% | +0.2% | +41.4% | +33.8% |
| 3Y | +223.4% | -0.8% | +224.1% | +187.8% |
| 5Y | +243.5% | +4.4% | +239.0% | +191.3% |
| 10Y | +1,506.6% | +74.5% | +1,432.2% | +780.0% |
| All | +1,097.4% | +1,098.2% | -0.8% | +34.9% |
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