+72.2%
SMTC vs GGLL
-11.6%
+83.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +6.5% | -19.4% | -14.2% |
| 7D | -24.5% | -23.1% | -1.4% | -20.9% |
| 30D | -42.5% | -32.9% | -9.6% | -37.9% |
| 3M | -14.1% | -44.9% | +30.8% | -3.3% |
| 6M | +3.6% | -49.5% | +53.1% | +18.9% |
| YTD | +50.6% | -28.9% | +79.5% | +43.5% |
| 1Y | +72.2% | -12.2% | +84.4% | +44.4% |
| All | +72.2% | -11.6% | +83.9% | +44.4% |
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