+50.6%
STM vs GGLL
+328.7%
-278.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.5% |
| 7D | +5.8% | -4.8% | +10.6% | +7.2% |
| 30D | -1.0% | -13.7% | +12.7% | +2.9% |
| 3M | -33.3% | -21.9% | -11.4% | -29.2% |
| 6M | +57.4% | +11.7% | +45.7% | +47.8% |
| YTD | +102.2% | +2.3% | +99.9% | +93.6% |
| 1Y | +99.6% | +76.2% | +23.4% | +59.3% |
| 3Y | +14.5% | +245.0% | -230.5% | -33.1% |
| All | +50.6% | +328.7% | -278.1% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling