+20.5%
STM vs GGLL
+188.6%
-168.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.4% | +3.0% | +4.1% |
| 7D | -10.7% | +3.1% | -13.8% | -11.5% |
| 30D | -25.7% | -36.3% | +10.6% | -17.2% |
| 3M | -21.6% | -40.4% | +18.8% | -11.6% |
| 6M | -27.8% | -54.6% | +26.8% | -13.1% |
| YTD | +61.8% | -31.1% | +92.9% | +69.2% |
| 1Y | +78.1% | -19.2% | +97.3% | +76.0% |
| 3Y | +4.9% | +151.5% | -146.6% | -34.4% |
| All | +20.5% | +188.6% | -168.1% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling