+1,469.9%
SMH vs GS
+502.4%
+967.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.7% | +0.4% | +2.1% |
| 7D | -4.1% | +0.8% | -4.9% | -4.4% |
| 30D | -19.2% | +1.2% | -20.4% | -19.5% |
| 3M | -16.4% | -12.4% | -3.9% | -9.1% |
| 6M | -14.0% | -2.3% | -11.6% | -12.6% |
| YTD | +35.3% | +4.6% | +30.7% | +31.4% |
| 1Y | +40.4% | +17.5% | +22.9% | +27.0% |
| 3Y | +226.8% | +202.0% | +24.8% | +66.4% |
| 5Y | +232.3% | +152.4% | +79.9% | +85.5% |
| 10Y | +1,469.9% | +478.5% | +991.4% | +537.5% |
| All | +1,469.9% | +502.4% | +967.6% | +537.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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