+161.7%
STM vs GH
+472.2%
-310.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.5% | +5.7% |
| 7D | -5.6% | -7.0% | +1.4% | -4.0% |
| 30D | -14.4% | -5.2% | -9.3% | -13.3% |
| 3M | -20.5% | -5.8% | -14.7% | -19.7% |
| 6M | -24.5% | +65.9% | -90.4% | -32.3% |
| YTD | +72.7% | +55.5% | +17.2% | +55.7% |
| 1Y | +91.0% | +64.2% | +26.9% | +70.1% |
| 3Y | +13.5% | +606.0% | -592.5% | -30.5% |
| 5Y | -9.2% | +47.3% | -56.5% | -29.6% |
| All | +161.7% | +472.2% | -310.5% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling