+17.7%
STM vs GFI
+292.6%
-274.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -1.1% |
| 7D | -1.1% | -5.1% | +4.1% | -0.2% |
| 30D | -7.8% | +13.4% | -21.2% | -9.8% |
| 3M | -28.2% | +36.2% | -64.4% | -32.0% |
| 6M | +52.0% | -9.8% | +61.8% | +51.2% |
| YTD | +96.4% | +7.7% | +88.7% | +93.0% |
| 1Y | +98.8% | +27.2% | +71.6% | +92.5% |
| All | +17.7% | +292.6% | -274.9% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling