+0.4%
STM vs GD
+55.3%
-54.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.3% | -10.1% | -11.8% |
| 7D | -20.1% | -3.9% | -16.2% | -19.2% |
| 30D | -32.0% | +8.1% | -40.0% | -33.0% |
| 3M | -24.2% | -6.8% | -17.4% | -22.7% |
| 6M | -29.9% | +3.0% | -32.9% | -31.1% |
| YTD | +54.9% | +7.8% | +47.1% | +48.7% |
| 1Y | +68.0% | +5.8% | +62.2% | +62.4% |
| All | +0.4% | +55.3% | -54.9% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling