+96.1%
STM vs GFI
+28.1%
+68.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.8% |
| 7D | -1.1% | -5.1% | +4.1% | +0.4% |
| 30D | -7.8% | +13.4% | -21.2% | -11.3% |
| 3M | -28.2% | +36.2% | -64.4% | -34.9% |
| 6M | +52.0% | -9.8% | +61.8% | +50.1% |
| YTD | +96.4% | +7.7% | +88.7% | +92.5% |
| All | +96.1% | +28.1% | +68.0% | +88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling