+204.8%
STM vs GH
+480.1%
-275.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +5.2% | -2.1% | +7.3% | +5.6% |
| 30D | -7.4% | -4.5% | -2.9% | -6.6% |
| 3M | -30.6% | +28.9% | -59.5% | -34.4% |
| 6M | +66.4% | +76.5% | -10.1% | +46.9% |
| YTD | +101.1% | +57.6% | +43.5% | +81.0% |
| 1Y | +97.4% | +167.5% | -70.2% | +57.3% |
| 3Y | +21.1% | +377.4% | -356.3% | -19.6% |
| 5Y | +22.5% | +23.8% | -1.4% | -2.0% |
| All | +204.8% | +480.1% | -275.3% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling