+11.6%
STM vs GFS
-3.9%
+15.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.4% |
| 7D | +5.2% | +2.6% | +2.6% | +3.7% |
| 30D | -7.4% | -16.4% | +9.0% | +1.9% |
| 3M | -30.6% | -41.6% | +11.0% | -6.8% |
| 6M | +66.4% | -3.7% | +70.1% | +71.3% |
| YTD | +101.1% | +29.3% | +71.8% | +75.3% |
| 1Y | +97.4% | +37.1% | +60.2% | +65.3% |
| 3Y | +21.1% | -22.1% | +43.3% | +29.5% |
| All | +11.6% | -3.9% | +15.5% | +13.4% |
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