+354.2%
SMH vs GTLB
-50.0%
+404.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +2.2% |
| 7D | +5.2% | +4.6% | +0.7% | +4.2% |
| 30D | -1.5% | +21.0% | -22.5% | -5.4% |
| 3M | -4.1% | +51.7% | -55.8% | -12.3% |
| 6M | +50.8% | +89.3% | -38.5% | +30.0% |
| YTD | +59.3% | +25.6% | +33.7% | +48.4% |
| 1Y | +94.1% | -1.5% | +95.6% | +89.1% |
| 3Y | +286.7% | -9.9% | +296.7% | +267.4% |
| All | +354.2% | -50.0% | +404.1% | +318.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling