+1,986.1%
STM vs GD
+7,086.3%
-5,100.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.6% | -3.5% | -4.6% |
| 7D | -6.0% | +3.0% | -9.0% | -7.5% |
| 30D | -20.9% | +10.5% | -31.5% | -25.5% |
| 3M | -15.8% | -5.0% | -10.8% | -13.7% |
| 6M | -17.0% | +5.5% | -22.5% | -21.0% |
| YTD | +76.8% | +10.3% | +66.5% | +63.0% |
| 1Y | +96.5% | +8.2% | +88.3% | +83.2% |
| 3Y | +14.0% | +59.0% | -45.0% | -17.0% |
| 5Y | -5.8% | +104.3% | -110.1% | -41.9% |
| 10Y | +461.9% | +202.4% | +259.4% | +169.9% |
| All | +1,986.1% | +7,086.3% | -5,100.1% | +210.7% |
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