+98.8%
STM vs GFS
+42.7%
+56.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -1.1% | +3.2% | -4.3% | -3.0% |
| 30D | -7.8% | -9.6% | +1.8% | -2.2% |
| 3M | -28.2% | -38.5% | +10.3% | -4.1% |
| 6M | +52.0% | -1.3% | +53.3% | +63.4% |
| YTD | +96.4% | +31.8% | +64.6% | +83.6% |
| 1Y | +98.8% | +44.6% | +54.3% | +80.5% |
| All | +98.8% | +42.7% | +56.2% | +80.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling