+328.5%
SMH vs GS
+185.3%
+143.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | +0.9% | +1.6% | +1.8% |
| 30D | -0.5% | -1.6% | +1.1% | +0.5% |
| 3M | -9.6% | -4.5% | -5.2% | -6.8% |
| 6M | +42.1% | +20.9% | +21.2% | +24.0% |
| YTD | +57.4% | +19.9% | +37.6% | +37.4% |
| 1Y | +96.2% | +41.4% | +54.8% | +52.0% |
| 3Y | +267.9% | +239.2% | +28.8% | +50.0% |
| All | +328.5% | +185.3% | +143.3% | +84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling