+4.9%
STM vs GAP
+67.6%
-62.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -4.1% | +8.6% | +5.3% |
| 7D | -10.7% | -3.8% | -7.0% | -10.1% |
| 30D | -25.7% | -9.0% | -16.7% | -24.4% |
| 3M | -21.6% | +5.5% | -27.0% | -23.0% |
| 6M | -27.8% | -11.1% | -16.7% | -26.9% |
| YTD | +61.8% | -13.6% | +75.3% | +63.9% |
| 1Y | +78.1% | -2.9% | +81.0% | +75.7% |
| 3Y | +4.9% | +69.6% | -64.7% | -3.6% |
| All | +4.9% | +67.6% | -62.7% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling