+1,803.3%
SMH vs GS
+652.7%
+1,150.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.2% | +3.4% | +1.8% | +3.1% |
| 30D | -1.5% | +0.2% | -1.7% | -1.8% |
| 3M | -4.1% | -0.3% | -3.8% | -4.1% |
| 6M | +50.8% | +27.4% | +23.4% | +30.1% |
| YTD | +59.3% | +19.6% | +39.7% | +42.1% |
| 1Y | +94.1% | +42.5% | +51.6% | +55.6% |
| 3Y | +286.7% | +240.4% | +46.3% | +83.0% |
| 5Y | +339.4% | +188.9% | +150.5% | +125.7% |
| 10Y | +1,803.3% | +642.6% | +1,160.7% | +493.6% |
| All | +1,803.3% | +652.7% | +1,150.6% | +493.6% |
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