+10.7%
STM vs GFS
-2.1%
+12.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.9% |
| 7D | +1.7% | +4.5% | -2.8% | -0.8% |
| 30D | -5.2% | -8.2% | +3.0% | -0.8% |
| 3M | -29.6% | -38.9% | +9.2% | -7.7% |
| 6M | +54.4% | -2.9% | +57.2% | +58.1% |
| YTD | +99.5% | +31.8% | +67.7% | +72.1% |
| 1Y | +100.8% | +43.1% | +57.6% | +64.3% |
| 3Y | +20.2% | -20.6% | +40.8% | +27.1% |
| All | +10.7% | -2.1% | +12.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded GFS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling