+327.2%
SMH vs GWW
+222.0%
+105.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +0.3% | -3.4% | +3.6% | +1.9% |
| 30D | -2.8% | -1.9% | -0.9% | -2.0% |
| 3M | -6.7% | -2.4% | -4.3% | -6.1% |
| 6M | +41.8% | +15.7% | +26.0% | +30.5% |
| YTD | +57.9% | +27.6% | +30.3% | +37.3% |
| 1Y | +87.6% | +27.2% | +60.5% | +63.1% |
| 3Y | +282.9% | +89.7% | +193.3% | +163.3% |
| All | +327.2% | +222.0% | +105.2% | +115.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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