+444.1%
STM vs GIS
-18.2%
+462.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.4% |
| 7D | -7.9% | +1.5% | -9.4% | -7.9% |
| 30D | -14.1% | +9.2% | -23.3% | -14.3% |
| 3M | -17.6% | -5.4% | -12.2% | -17.5% |
| 6M | -24.2% | +3.4% | -27.7% | -24.6% |
| YTD | +73.3% | -20.5% | +93.8% | +76.8% |
| 1Y | +90.1% | -20.0% | +110.1% | +93.7% |
| 3Y | +10.3% | -38.6% | +48.9% | +15.1% |
| 5Y | -5.7% | -33.1% | +27.4% | -4.1% |
| 10Y | +444.1% | -16.4% | +460.5% | +430.1% |
| All | +444.1% | -18.2% | +462.3% | +430.1% |
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