+655.9%
STM vs GFI
+1,066.8%
-411.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | -1.4% | -4.9% | +3.5% | -0.8% |
| 30D | -4.9% | +10.7% | -15.7% | -6.2% |
| 3M | -34.0% | +25.6% | -59.6% | -35.9% |
| 6M | +51.8% | -8.3% | +60.1% | +52.2% |
| YTD | +99.4% | +6.3% | +93.1% | +96.8% |
| 1Y | +99.1% | +22.1% | +77.0% | +93.1% |
| 3Y | +19.5% | +289.2% | -269.7% | +1.2% |
| 5Y | +19.5% | +531.7% | -512.2% | -6.1% |
| All | +655.9% | +1,066.8% | -411.0% | +512.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling