+96.5%
STM vs GD
+9.0%
+87.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -6.1% |
| 7D | -6.0% | +3.0% | -9.0% | -5.8% |
| 30D | -20.9% | +10.5% | -31.5% | -20.5% |
| 3M | -15.8% | -5.0% | -10.8% | -15.2% |
| 6M | -17.0% | +5.5% | -22.5% | -17.7% |
| YTD | +76.8% | +10.3% | +66.5% | +67.7% |
| 1Y | +96.5% | +8.2% | +88.3% | +89.4% |
| All | +96.5% | +9.0% | +87.5% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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