+119.0%
SMTC vs GPC
+30.9%
+88.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +22.5% | -0.6% | +23.1% | +22.6% |
| 30D | +24.9% | +1.3% | +23.6% | +24.0% |
| 3M | +4.1% | +37.1% | -33.0% | -11.2% |
| 6M | +92.6% | +23.2% | +69.4% | +72.5% |
| YTD | +122.5% | +13.1% | +109.4% | +103.3% |
| 1Y | +166.2% | +0.9% | +165.4% | +157.4% |
| 3Y | +577.2% | -0.8% | +578.0% | +531.9% |
| 5Y | +119.0% | +31.1% | +87.8% | +58.5% |
| All | +119.0% | +30.9% | +88.1% | +58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling