+164.6%
GM vs STT
+195.2%
-30.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -1.1% | +1.0% | -2.1% | -1.6% |
| 30D | -4.6% | +2.8% | -7.4% | -6.2% |
| 3M | +0.2% | +18.1% | -17.9% | -9.4% |
| 6M | +12.6% | +59.2% | -46.6% | -14.8% |
| YTD | +3.7% | +51.5% | -47.8% | -19.6% |
| 1Y | +45.6% | +75.7% | -30.0% | +2.7% |
| All | +164.6% | +195.2% | -30.5% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling