+422.5%
STM vs GAP
+20.3%
+402.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.5% | +3.3% | +5.9% |
| 7D | -5.6% | 0.0% | -5.6% | -5.7% |
| 30D | -14.4% | -4.3% | -10.1% | -13.7% |
| 3M | -20.5% | +9.4% | -29.9% | -22.8% |
| 6M | -24.5% | -3.3% | -21.2% | -25.0% |
| YTD | +72.7% | -10.5% | +83.2% | +73.8% |
| 1Y | +91.0% | -2.4% | +93.4% | +87.8% |
| 3Y | +13.5% | +80.1% | -66.6% | -10.1% |
| 5Y | -9.2% | +6.5% | -15.6% | -23.6% |
| 10Y | +422.5% | +14.6% | +407.9% | +268.8% |
| All | +422.5% | +20.3% | +402.2% | +268.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling