+2,285.7%
STM vs GD
+6,944.2%
-4,658.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.9% |
| 7D | +5.8% | -5.3% | +11.0% | +9.0% |
| 30D | -1.0% | -6.4% | +5.4% | +2.6% |
| 3M | -33.3% | +5.7% | -39.0% | -36.2% |
| 6M | +57.4% | -0.9% | +58.3% | +55.8% |
| YTD | +102.2% | +8.2% | +94.0% | +89.2% |
| 1Y | +99.6% | +13.4% | +86.2% | +81.4% |
| 3Y | +14.5% | +68.5% | -54.0% | -19.7% |
| 5Y | +21.4% | +97.2% | -75.8% | -23.4% |
| 10Y | +695.0% | +190.2% | +504.8% | +292.5% |
| All | +2,285.7% | +6,944.2% | -4,658.5% | +260.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling