+69,847.7%
SMTC vs GFI
+682.6%
+69,165.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | +22.5% | +4.7% | +17.8% | +22.2% |
| 30D | +24.9% | +14.4% | +10.5% | +24.1% |
| 3M | +4.1% | +32.5% | -28.4% | +2.6% |
| 6M | +92.6% | -7.2% | +99.7% | +92.7% |
| YTD | +122.5% | +10.9% | +111.6% | +120.9% |
| 1Y | +166.2% | +35.5% | +130.8% | +162.3% |
| 3Y | +577.2% | +312.1% | +265.0% | +535.6% |
| 5Y | +119.0% | +524.6% | -405.6% | +101.1% |
| 10Y | +527.9% | +1,092.7% | -564.9% | +455.5% |
| All | +69,847.7% | +682.6% | +69,165.1% | +65,925.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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