-3.9%
STM vs GFS
-13.3%
+9.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -7.9% | -5.3% | -2.6% | -4.7% |
| 30D | -14.1% | -15.8% | +1.7% | -5.5% |
| 3M | -17.6% | -18.6% | +1.0% | -8.1% |
| 6M | -24.2% | -45.0% | +20.7% | +4.8% |
| YTD | +73.3% | +16.8% | +56.5% | +59.4% |
| 1Y | +90.1% | +17.8% | +72.3% | +73.7% |
| 3Y | +10.3% | -21.5% | +31.9% | +18.4% |
| 5Y | -5.7% | -29.3% | +23.6% | +2.6% |
| All | -3.9% | -13.3% | +9.4% | +3.1% |
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