+664.5%
STM vs GIS
-19.2%
+683.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.7% |
| 7D | +1.7% | -8.6% | +10.3% | +2.0% |
| 30D | -5.2% | -0.5% | -4.7% | -5.2% |
| 3M | -29.6% | +11.9% | -41.5% | -30.4% |
| 6M | +54.4% | -11.6% | +65.9% | +56.5% |
| YTD | +99.5% | -16.3% | +115.8% | +103.3% |
| 1Y | +100.8% | -21.8% | +122.5% | +106.1% |
| 3Y | +20.2% | -35.7% | +55.8% | +25.4% |
| 5Y | +21.1% | -22.9% | +44.0% | +21.1% |
| 10Y | +664.5% | -16.8% | +681.3% | +676.7% |
| All | +664.5% | -19.2% | +683.7% | +676.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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