+327.2%
SMH vs GRMN
+81.6%
+245.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.2% | -2.8% | -0.4% |
| 7D | +0.3% | +2.4% | -2.2% | -0.8% |
| 30D | -2.8% | -8.5% | +5.7% | +1.2% |
| 3M | -6.7% | +19.5% | -26.2% | -15.6% |
| 6M | +41.8% | +21.2% | +20.6% | +27.5% |
| YTD | +57.9% | +41.0% | +16.8% | +30.8% |
| 1Y | +87.6% | +19.6% | +68.1% | +68.0% |
| 3Y | +282.9% | +183.8% | +99.1% | +85.9% |
| All | +327.2% | +81.6% | +245.6% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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