+48.7%
SMTC vs GTLB
-49.4%
+98.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.3% |
| 7D | +11.0% | -0.7% | +11.8% | +11.2% |
| 30D | -28.5% | -10.2% | -18.3% | -26.7% |
| 3M | -14.2% | +10.1% | -24.3% | -16.8% |
| 6M | -18.0% | +116.5% | -134.5% | -33.6% |
| YTD | +55.5% | +27.2% | +28.3% | +40.8% |
| 1Y | +69.5% | +8.6% | +61.0% | +59.1% |
| 3Y | +699.7% | +5.6% | +694.1% | +636.2% |
| 5Y | +27.4% | -61.8% | +89.2% | +18.4% |
| All | +48.7% | -49.4% | +98.0% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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