-23.2%
SMTC vs GGLL
-54.4%
+31.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.5% | -13.0% | -17.3% |
| 7D | -35.0% | -1.3% | -33.7% | -34.8% |
| 30D | -53.6% | -36.3% | -17.3% | -53.2% |
| 3M | -24.5% | -42.7% | +18.2% | -23.4% |
| All | -23.2% | -54.4% | +31.2% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling