+327.2%
SMH vs GPN
-44.5%
+371.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.3% | -4.3% | +4.6% | +1.7% |
| 30D | -2.8% | 0.0% | -2.8% | -3.0% |
| 3M | -6.7% | +35.8% | -42.5% | -17.6% |
| 6M | +41.8% | +22.0% | +19.8% | +29.3% |
| YTD | +57.9% | +15.2% | +42.7% | +45.7% |
| 1Y | +87.6% | +3.5% | +84.2% | +80.0% |
| 3Y | +282.9% | -26.9% | +309.9% | +313.1% |
| All | +327.2% | -44.5% | +371.7% | +382.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling