+1,054.2%
SMH vs GPC
+1,116.5%
-62.3%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.4% |
| 7D | -6.7% | +0.4% | -7.1% | -6.9% |
| 30D | -19.8% | -1.8% | -18.0% | -19.4% |
| 3M | -15.1% | -6.6% | -8.5% | -12.5% |
| 6M | -14.6% | +21.3% | -36.0% | -26.2% |
| YTD | +34.3% | +4.3% | +30.0% | +24.3% |
| 1Y | +35.2% | +3.3% | +32.0% | +25.5% |
| 3Y | +211.7% | +0.8% | +210.9% | +175.1% |
| 5Y | +240.5% | +7.4% | +233.1% | +184.1% |
| 10Y | +1,487.3% | +79.2% | +1,408.1% | +754.8% |
| All | +1,054.2% | +1,116.5% | -62.3% | +29.0% |
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 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