-9.2%
STM vs GFS
-31.0%
+21.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.9% | +1.9% | +4.0% |
| 7D | -5.6% | -3.1% | -2.4% | -3.5% |
| 30D | -14.4% | -16.0% | +1.6% | -5.5% |
| 3M | -20.5% | -24.7% | +4.2% | -7.2% |
| 6M | -24.5% | -45.1% | +20.6% | +5.2% |
| YTD | +72.7% | +16.5% | +56.2% | +58.4% |
| 1Y | +91.0% | +19.3% | +71.7% | +72.5% |
| 3Y | +13.5% | -20.0% | +33.5% | +20.6% |
| 5Y | -9.2% | -32.0% | +22.8% | -0.9% |
| All | -9.2% | -31.0% | +21.8% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling