+1,817.6%
SMH vs GPN
+28.5%
+1,789.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | -4.3% | +4.6% | +2.1% |
| 30D | -2.8% | 0.0% | -2.8% | -3.1% |
| 3M | -6.7% | +35.8% | -42.5% | -20.1% |
| 6M | +41.8% | +22.0% | +19.8% | +26.2% |
| YTD | +57.9% | +15.2% | +42.7% | +42.3% |
| 1Y | +87.6% | +3.5% | +84.2% | +76.7% |
| 3Y | +282.9% | -26.9% | +309.9% | +310.7% |
| 5Y | +330.4% | -44.2% | +374.6% | +412.4% |
| All | +1,817.6% | +28.5% | +1,789.1% | +1,354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling