+12.1%
STM vs GFS
-3.7%
+15.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.3% | +1.0% |
| 7D | +5.8% | +1.0% | +4.8% | +5.2% |
| 30D | -1.0% | -8.6% | +7.6% | +3.7% |
| 3M | -33.3% | -46.5% | +13.3% | -5.9% |
| 6M | +57.4% | -4.8% | +62.2% | +63.1% |
| YTD | +102.2% | +29.7% | +72.5% | +76.0% |
| 1Y | +99.6% | +35.8% | +63.8% | +68.0% |
| 3Y | +14.5% | -18.3% | +32.9% | +19.6% |
| All | +12.1% | -3.7% | +15.8% | +13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling