+359.4%
SMTC vs GPC
+74.2%
+285.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.3% |
| 7D | +30.5% | -1.3% | +31.8% | +31.3% |
| 30D | -30.9% | -6.0% | -24.9% | -29.2% |
| 3M | -14.7% | -7.6% | -7.1% | -12.4% |
| 6M | -9.6% | +24.2% | -33.8% | -22.5% |
| YTD | +62.1% | +2.7% | +59.4% | +51.0% |
| 1Y | +66.6% | +0.2% | +66.4% | +57.2% |
| 3Y | +718.1% | -0.8% | +718.8% | +631.8% |
| 5Y | +32.8% | +4.4% | +28.4% | +14.8% |
| All | +359.4% | +74.2% | +285.2% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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