+96.5%
STM vs GH
+80.5%
+16.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -3.7% | -2.4% | -5.2% |
| 7D | -6.0% | -7.7% | +1.7% | -4.3% |
| 30D | -20.9% | -10.0% | -11.0% | -19.3% |
| 3M | -15.8% | +5.5% | -21.3% | -17.0% |
| 6M | -17.0% | +84.9% | -102.0% | -27.9% |
| YTD | +76.8% | +65.0% | +11.8% | +52.5% |
| 1Y | +96.5% | +71.8% | +24.7% | +68.6% |
| All | +96.5% | +80.5% | +16.0% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling