+1,937.6%
STM vs GIS
+764.6%
+1,173.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.8% | +8.5% | +7.2% |
| 7D | -5.6% | +0.4% | -5.9% | -5.9% |
| 30D | -14.4% | +10.1% | -24.5% | -17.1% |
| 3M | -20.5% | -3.7% | -16.8% | -20.6% |
| 6M | -24.5% | +4.3% | -28.8% | -27.1% |
| YTD | +72.7% | -19.8% | +92.5% | +79.3% |
| 1Y | +91.0% | -20.5% | +111.5% | +98.5% |
| 3Y | +13.5% | -38.3% | +51.9% | +25.5% |
| 5Y | -9.2% | -32.2% | +23.0% | -5.0% |
| 10Y | +422.5% | -18.0% | +440.5% | +389.6% |
| All | +1,937.6% | +764.6% | +1,173.0% | +935.1% |
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