+50.8%
SMTC vs GGLL
-17.3%
+68.1%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -10.9% | +5.1% | -16.0% | -11.7% |
| 30D | -39.4% | -35.5% | -3.9% | -34.1% |
| 3M | -13.5% | -39.2% | +25.6% | -5.2% |
| 6M | -6.8% | -54.4% | +47.5% | +11.2% |
| YTD | +54.0% | -29.8% | +83.9% | +46.6% |
| 1Y | +50.8% | -20.4% | +71.2% | +33.0% |
| All | +50.8% | -17.3% | +68.1% | +33.0% |
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