-15.7%
STM vs GD
+94.5%
-110.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.6% | +5.1% | +4.7% |
| 7D | -10.7% | -5.0% | -5.8% | -9.0% |
| 30D | -25.7% | +8.9% | -34.7% | -27.8% |
| 3M | -21.6% | -8.0% | -13.5% | -19.2% |
| 6M | -27.8% | +2.9% | -30.7% | -29.4% |
| YTD | +61.8% | +7.1% | +54.7% | +54.5% |
| 1Y | +78.1% | +5.9% | +72.2% | +70.9% |
| 3Y | +4.9% | +53.9% | -49.0% | -17.2% |
| All | -15.7% | +94.5% | -110.3% | -42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling