+15.7%
STM vs GGLL
+245.5%
-229.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.5% |
| 7D | +5.8% | -4.8% | +10.6% | +7.1% |
| 30D | -1.0% | -13.7% | +12.7% | +2.6% |
| 3M | -33.3% | -21.9% | -11.4% | -29.5% |
| 6M | +57.4% | +11.7% | +45.7% | +48.5% |
| YTD | +102.2% | +2.3% | +99.9% | +94.0% |
| 1Y | +99.6% | +76.2% | +23.4% | +61.9% |
| All | +15.7% | +245.5% | -229.8% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling