+57.4%
STM vs GIS
-11.0%
+68.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.3% | +0.3% |
| 7D | +5.8% | -7.8% | +13.6% | +0.4% |
| 30D | -1.0% | +6.6% | -7.6% | +3.6% |
| 3M | -33.3% | +21.0% | -54.2% | -21.8% |
| 6M | +57.4% | -9.1% | +66.4% | +67.0% |
| All | +57.4% | -11.0% | +68.3% | +67.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling