+78.1%
STM vs GD
+5.1%
+73.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.1% | +4.5% |
| 7D | -10.7% | -5.0% | -5.8% | -10.6% |
| 30D | -25.7% | +8.9% | -34.7% | -25.2% |
| 3M | -21.6% | -8.0% | -13.5% | -20.9% |
| 6M | -27.8% | +2.9% | -30.7% | -28.4% |
| YTD | +61.8% | +7.1% | +54.7% | +53.7% |
| 1Y | +78.1% | +5.9% | +72.2% | +70.5% |
| All | +78.1% | +5.1% | +73.0% | +70.5% |
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