+169.6%
SMTC vs GGLL
+184.7%
-15.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -4.5% | -13.0% | -15.9% |
| 7D | -35.0% | -1.3% | -33.7% | -34.7% |
| 30D | -53.6% | -36.3% | -17.3% | -46.1% |
| 3M | -24.5% | -42.7% | +18.2% | -10.2% |
| 6M | -19.0% | -53.1% | +34.1% | +1.2% |
| YTD | +24.2% | -32.1% | +56.3% | +29.6% |
| 1Y | +35.6% | -20.1% | +55.7% | +31.3% |
| 3Y | +521.9% | +151.7% | +370.2% | +250.5% |
| All | +169.6% | +184.7% | -15.0% | +41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling