+96.5%
STM vs GAP
+10.4%
+86.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +8.0% | -14.1% | -7.3% |
| 7D | -6.0% | +8.0% | -14.0% | -7.2% |
| 30D | -20.9% | +2.7% | -23.6% | -21.3% |
| 3M | -15.8% | +16.0% | -31.8% | -18.5% |
| 6M | -17.0% | +2.0% | -19.1% | -18.0% |
| YTD | +76.8% | -4.4% | +81.2% | +75.1% |
| 1Y | +96.5% | +9.2% | +87.3% | +85.8% |
| All | +96.5% | +10.4% | +86.1% | +85.8% |
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