+239.5%
GM vs STT
+490.0%
-250.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | -0.2% | +4.8% | -5.0% | -2.9% |
| 30D | +3.6% | +3.9% | -0.4% | +1.1% |
| 3M | -0.2% | -8.2% | +7.9% | +4.6% |
| 6M | +13.9% | +15.6% | -1.7% | +3.6% |
| YTD | +6.5% | +37.6% | -31.2% | -13.3% |
| 1Y | +20.7% | +50.1% | -29.5% | -6.7% |
| 3Y | +229.5% | +183.1% | +46.4% | +70.8% |
| 5Y | +41.5% | +104.8% | -63.3% | -13.8% |
| 10Y | +204.8% | +201.9% | +2.9% | +36.3% |
| All | +239.5% | +490.0% | -250.4% | -9.9% |
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