+465.1%
STM vs GAP
+1.5%
+463.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | +12.0% | -1.9% | +13.9% | +12.5% |
| 30D | -0.4% | -7.1% | +6.7% | +1.1% |
| 3M | -13.2% | +4.1% | -17.3% | -14.7% |
| 6M | -26.1% | +1.9% | -28.0% | -27.4% |
| YTD | +81.2% | -15.2% | +96.4% | +84.6% |
| 1Y | +98.3% | -10.6% | +108.9% | +99.1% |
| 3Y | +16.7% | +74.6% | -57.9% | -7.0% |
| 5Y | -4.8% | +3.7% | -8.5% | -19.5% |
| All | +465.1% | +1.5% | +463.5% | +305.7% |
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