+2,345.7%
SMH vs GRMN
+6,622.3%
-4,276.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.4% |
| 7D | +5.2% | +0.2% | +5.0% | +5.2% |
| 30D | -1.5% | -11.3% | +9.8% | +2.7% |
| 3M | -4.1% | +17.7% | -21.8% | -10.5% |
| 6M | +50.8% | +14.2% | +36.6% | +42.4% |
| YTD | +59.3% | +37.0% | +22.3% | +40.5% |
| 1Y | +94.1% | +17.0% | +77.1% | +80.4% |
| 3Y | +286.7% | +183.2% | +103.5% | +155.4% |
| 5Y | +339.4% | +77.3% | +262.2% | +241.7% |
| 10Y | +1,803.3% | +630.9% | +1,172.4% | +849.2% |
| All | +2,345.7% | +6,622.3% | -4,276.5% | +412.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling