+350.0%
SMH vs GTLB
-50.1%
+400.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.6% |
| 7D | +0.3% | -5.7% | +6.0% | +1.3% |
| 30D | -2.8% | +15.1% | -17.9% | -5.6% |
| 3M | -6.7% | +65.5% | -72.2% | -16.2% |
| 6M | +41.8% | +102.9% | -61.1% | +20.6% |
| YTD | +57.9% | +25.2% | +32.7% | +47.1% |
| 1Y | +87.6% | -5.5% | +93.2% | +84.4% |
| 3Y | +282.9% | -10.9% | +293.8% | +264.5% |
| All | +350.0% | -50.1% | +400.2% | +314.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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