+243.0%
SMTC vs GGLL
+195.8%
+47.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +2.5% | +10.3% | +11.9% |
| 7D | -4.8% | +6.3% | -11.2% | -6.9% |
| 30D | -37.8% | -35.1% | -2.7% | -28.2% |
| 3M | -16.5% | -37.7% | +21.2% | -3.5% |
| 6M | -4.4% | -54.1% | +49.7% | +21.0% |
| YTD | +58.0% | -29.4% | +87.5% | +62.9% |
| 1Y | +62.0% | -13.4% | +75.4% | +52.3% |
| 3Y | +745.7% | +158.3% | +587.4% | +372.6% |
| All | +243.0% | +195.8% | +47.2% | +77.8% |
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