-9.2%
STM vs GIS
-31.9%
+22.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.5% | +6.5% |
| 7D | -5.6% | +0.4% | -5.9% | -5.4% |
| 30D | -14.4% | +10.1% | -24.5% | -13.1% |
| 3M | -20.5% | -3.7% | -16.8% | -20.3% |
| 6M | -24.5% | +4.3% | -28.8% | -23.7% |
| YTD | +72.7% | -19.8% | +92.5% | +75.7% |
| 1Y | +91.0% | -20.5% | +111.5% | +94.4% |
| 3Y | +13.5% | -38.3% | +51.9% | +15.8% |
| 5Y | -9.2% | -32.2% | +23.0% | -8.5% |
| All | -9.2% | -31.9% | +22.7% | -8.5% |
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