+2,285.7%
STM vs GIS
+831.5%
+1,454.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.5% | +4.3% | +2.5% |
| 7D | +5.8% | -7.8% | +13.6% | +8.1% |
| 30D | -1.0% | +6.6% | -7.6% | -3.0% |
| 3M | -33.3% | +21.0% | -54.2% | -37.5% |
| 6M | +57.4% | -9.1% | +66.4% | +59.6% |
| YTD | +102.2% | -13.6% | +115.8% | +107.6% |
| 1Y | +99.6% | -18.0% | +117.6% | +107.7% |
| 3Y | +14.5% | -33.7% | +48.2% | +25.1% |
| 5Y | +21.4% | -19.4% | +40.8% | +21.1% |
| 10Y | +695.0% | -21.3% | +716.2% | +672.7% |
| All | +2,285.7% | +831.5% | +1,454.3% | +1,098.4% |
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