+22.5%
STM vs GIS
-21.0%
+43.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.7% |
| 7D | +5.2% | -8.3% | +13.5% | +4.3% |
| 30D | -7.4% | +2.2% | -9.5% | -7.2% |
| 3M | -30.6% | +15.7% | -46.3% | -29.9% |
| 6M | +66.4% | -12.0% | +78.3% | +68.9% |
| YTD | +101.1% | -15.0% | +116.1% | +104.7% |
| 1Y | +97.4% | -20.1% | +117.5% | +101.3% |
| 3Y | +21.1% | -34.6% | +55.7% | +23.6% |
| 5Y | +22.5% | -22.8% | +45.3% | +24.3% |
| All | +22.5% | -21.0% | +43.5% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling