+99.6%
STM vs GAP
+1.5%
+98.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | +5.8% | -4.5% | +10.3% | +6.6% |
| 30D | -1.0% | +9.0% | -10.0% | -3.1% |
| 3M | -33.3% | +5.0% | -38.3% | -34.1% |
| 6M | +57.4% | -17.8% | +75.2% | +62.7% |
| YTD | +102.2% | -10.4% | +112.6% | +103.4% |
| 1Y | +99.6% | -3.4% | +103.0% | +97.4% |
| All | +99.6% | +1.5% | +98.1% | +97.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling