+246.5%
GM vs STT
+557.3%
-310.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.7% |
| 7D | +1.9% | +0.5% | +1.5% | +1.6% |
| 30D | -1.4% | +3.9% | -5.2% | -3.8% |
| 3M | +5.9% | +20.0% | -14.1% | -5.5% |
| 6M | +12.4% | +55.3% | -42.9% | -14.4% |
| YTD | +8.6% | +53.3% | -44.7% | -16.9% |
| 1Y | +52.6% | +74.7% | -22.1% | +7.5% |
| 3Y | +169.7% | +205.8% | -36.2% | +33.6% |
| 5Y | +87.5% | +145.0% | -57.5% | +2.5% |
| 10Y | +233.0% | +266.0% | -33.0% | +33.0% |
| All | +246.5% | +557.3% | -310.8% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling