+146.9%
SMTC vs GGLL
+80.0%
+66.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.3% | +11.5% | +9.7% |
| 7D | +12.7% | -4.8% | +17.5% | +13.8% |
| 30D | +22.0% | -13.7% | +35.7% | +25.6% |
| 3M | -12.7% | -21.9% | +9.2% | -8.1% |
| 6M | +64.8% | +11.7% | +53.1% | +46.2% |
| YTD | +100.7% | +2.3% | +98.4% | +82.4% |
| 1Y | +146.9% | +76.2% | +70.7% | +91.3% |
| All | +146.9% | +80.0% | +66.9% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling