+2,016.3%
STM vs GIS
+748.0%
+1,268.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.1% | +4.6% | +3.8% |
| 7D | +1.4% | -4.6% | +6.0% | +2.5% |
| 30D | -8.4% | +6.6% | -15.0% | -10.5% |
| 3M | -15.8% | -8.1% | -7.7% | -14.9% |
| 6M | -22.8% | +4.9% | -27.8% | -25.7% |
| YTD | +79.4% | -21.4% | +100.7% | +87.1% |
| 1Y | +97.0% | -21.6% | +118.6% | +105.4% |
| 3Y | +14.2% | -39.3% | +53.5% | +26.7% |
| 5Y | -4.5% | -33.2% | +28.7% | +0.3% |
| 10Y | +463.1% | -17.3% | +480.4% | +423.8% |
| All | +2,016.3% | +748.0% | +1,268.3% | +980.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling