+335.6%
SMTC vs GGLL
+328.7%
+6.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -2.3% | +11.5% | +10.1% |
| 7D | +12.7% | -4.8% | +17.5% | +14.6% |
| 30D | +22.0% | -13.7% | +35.7% | +27.7% |
| 3M | -12.7% | -21.9% | +9.2% | -7.0% |
| 6M | +64.8% | +11.7% | +53.1% | +47.0% |
| YTD | +100.7% | +2.3% | +98.4% | +84.5% |
| 1Y | +146.9% | +76.2% | +70.7% | +76.7% |
| 3Y | +456.8% | +245.0% | +211.8% | +184.2% |
| All | +335.6% | +328.7% | +6.9% | +101.4% |
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