+204.0%
SMTC vs GGLL
+188.6%
+15.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.4% | +11.4% | +12.2% |
| 7D | -19.0% | +3.1% | -22.1% | -19.9% |
| 30D | -46.7% | -36.3% | -10.4% | -38.1% |
| 3M | -23.4% | -40.4% | +16.9% | -10.2% |
| 6M | -13.4% | -54.6% | +41.2% | +9.9% |
| YTD | +40.1% | -31.1% | +71.2% | +45.5% |
| 1Y | +47.7% | -19.2% | +66.9% | +42.5% |
| 3Y | +606.9% | +151.5% | +455.4% | +298.6% |
| All | +204.0% | +188.6% | +15.4% | +58.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling