+2,037.8%
STM vs GFI
+448.5%
+1,589.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | +12.0% | -8.7% | +20.7% | +13.0% |
| 30D | -0.4% | +0.6% | -1.0% | -0.5% |
| 3M | -13.2% | -7.5% | -5.7% | -12.8% |
| 6M | -26.1% | -18.3% | -7.7% | -24.9% |
| YTD | +81.2% | -13.8% | +95.0% | +82.5% |
| 1Y | +98.3% | -8.8% | +107.2% | +98.6% |
| 3Y | +16.7% | +215.8% | -199.1% | +2.1% |
| 5Y | -4.8% | +301.2% | -306.0% | -20.4% |
| 10Y | +468.8% | +1,284.4% | -815.6% | +306.3% |
| All | +2,037.8% | +448.5% | +1,589.3% | +1,272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling