+2,273.4%
STM vs GFI
+607.8%
+1,665.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +5.2% | +5.7% | -0.5% | +4.6% |
| 30D | -7.4% | +15.6% | -23.0% | -8.7% |
| 3M | -30.6% | +31.5% | -62.2% | -32.6% |
| 6M | +66.4% | -3.7% | +70.1% | +66.4% |
| YTD | +101.1% | +11.2% | +89.9% | +98.1% |
| 1Y | +97.4% | +36.4% | +61.0% | +90.0% |
| 3Y | +21.1% | +313.5% | -292.4% | +3.3% |
| 5Y | +22.5% | +528.0% | -505.5% | -1.6% |
| 10Y | +657.6% | +1,021.4% | -363.8% | +449.7% |
| All | +2,273.4% | +607.8% | +1,665.6% | +1,389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GFI 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling