+1,487.3%
SMH vs GS
+475.4%
+1,012.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -1.0% |
| 7D | -6.7% | +1.6% | -8.3% | -7.5% |
| 30D | -19.8% | +1.7% | -21.5% | -20.4% |
| 3M | -15.1% | -11.6% | -3.5% | -8.2% |
| 6M | -14.6% | -1.9% | -12.7% | -13.5% |
| YTD | +34.3% | +5.1% | +29.2% | +30.0% |
| 1Y | +35.2% | +16.4% | +18.8% | +22.9% |
| 3Y | +211.7% | +199.0% | +12.7% | +59.1% |
| 5Y | +240.5% | +157.4% | +83.0% | +87.4% |
| 10Y | +1,487.3% | +457.2% | +1,030.1% | +519.7% |
| All | +1,487.3% | +475.4% | +1,012.0% | +519.7% |
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