+392.6%
STM vs GD
+190.6%
+202.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.1% | +4.8% |
| 7D | -10.7% | -5.0% | -5.8% | -8.0% |
| 30D | -25.7% | +8.9% | -34.7% | -29.2% |
| 3M | -21.6% | -8.0% | -13.5% | -18.1% |
| 6M | -27.8% | +2.9% | -30.7% | -30.1% |
| YTD | +61.8% | +7.1% | +54.7% | +51.8% |
| 1Y | +78.1% | +5.9% | +72.2% | +68.1% |
| 3Y | +4.9% | +53.9% | -49.0% | -23.3% |
| 5Y | -14.3% | +95.4% | -109.7% | -47.7% |
| All | +392.6% | +190.6% | +202.0% | +167.6% |
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