+18.3%
STM vs GFI
+524.1%
-505.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | -1.4% | -4.9% | +3.5% | -0.7% |
| 30D | -4.9% | +10.7% | -15.7% | -6.4% |
| 3M | -34.0% | +25.6% | -59.6% | -36.4% |
| 6M | +51.8% | -8.3% | +60.1% | +51.7% |
| YTD | +99.4% | +6.3% | +93.1% | +96.3% |
| 1Y | +99.1% | +22.1% | +77.0% | +92.5% |
| 3Y | +19.5% | +289.2% | -269.7% | -0.3% |
| All | +18.3% | +524.1% | -505.8% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling