-0.1%
STM vs GFS
-9.0%
+8.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +1.0% | +0.7% |
| 7D | +16.3% | +17.2% | -0.9% | +6.5% |
| 30D | -6.3% | -8.7% | +2.5% | -1.3% |
| 3M | -14.1% | -19.7% | +5.6% | -3.4% |
| 6M | -19.6% | -40.7% | +21.1% | +6.8% |
| YTD | +80.1% | +22.5% | +57.6% | +61.3% |
| 1Y | +95.4% | +25.2% | +70.1% | +72.6% |
| 3Y | +14.7% | -17.7% | +32.4% | +19.8% |
| 5Y | -5.4% | -23.5% | +18.1% | 0.0% |
| All | -0.1% | -9.0% | +8.9% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling