+497.0%
SMTC vs GPC
+79.8%
+417.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.9% | +12.9% | +11.3% |
| 7D | +22.9% | +0.2% | +22.8% | +22.7% |
| 30D | +16.6% | -0.4% | +17.0% | +16.5% |
| 3M | +2.4% | +39.2% | -36.8% | -16.1% |
| 6M | +98.3% | +18.2% | +80.0% | +76.8% |
| YTD | +120.7% | +12.1% | +108.6% | +99.0% |
| 1Y | +168.3% | -0.7% | +168.9% | +157.8% |
| 3Y | +571.7% | -1.7% | +573.4% | +524.8% |
| 5Y | +114.0% | +29.3% | +84.7% | +66.4% |
| 10Y | +497.0% | +80.7% | +416.3% | +293.6% |
| All | +497.0% | +79.8% | +417.2% | +293.6% |
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