+100.8%
STM vs GH
+170.3%
-69.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +1.7% | -0.2% | +1.8% | +1.7% |
| 30D | -5.2% | -2.6% | -2.5% | -4.8% |
| 3M | -29.6% | +25.1% | -54.7% | -31.4% |
| 6M | +54.4% | +78.5% | -24.1% | +44.3% |
| YTD | +99.5% | +59.4% | +40.1% | +86.7% |
| 1Y | +100.8% | +173.9% | -73.1% | +90.7% |
| All | +100.8% | +170.3% | -69.5% | +90.7% |
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