+371.7%
STM vs GD
+192.5%
+179.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.1% | -11.1% |
| 7D | -20.1% | -3.9% | -16.2% | -18.2% |
| 30D | -32.0% | +8.1% | -40.0% | -34.8% |
| 3M | -24.2% | -6.8% | -17.4% | -21.4% |
| 6M | -29.9% | +3.0% | -32.9% | -32.2% |
| YTD | +54.9% | +7.8% | +47.1% | +44.8% |
| 1Y | +68.0% | +5.8% | +62.2% | +58.8% |
| 3Y | -0.1% | +55.3% | -55.4% | -27.4% |
| 5Y | -17.9% | +96.7% | -114.6% | -50.1% |
| All | +371.7% | +192.5% | +179.2% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling