+89.4%
STM vs GAP
-4.6%
+94.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.5% | +3.3% | +6.1% |
| 7D | -5.6% | 0.0% | -5.6% | -5.4% |
| 30D | -14.4% | -4.3% | -10.1% | -13.7% |
| 3M | -20.5% | +9.4% | -29.9% | -22.2% |
| 6M | -24.5% | -3.3% | -21.2% | -24.7% |
| YTD | +72.7% | -10.5% | +83.2% | +73.3% |
| All | +89.4% | -4.6% | +94.0% | +86.0% |
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