+655.9%
STM vs GM
+240.0%
+415.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | -1.4% | -2.4% | +1.0% | -0.2% |
| 30D | -4.9% | -1.1% | -3.8% | -4.6% |
| 3M | -34.0% | +6.1% | -40.1% | -36.1% |
| 6M | +51.8% | +15.0% | +36.9% | +40.7% |
| YTD | +99.4% | +6.0% | +93.4% | +90.9% |
| 1Y | +99.1% | +47.1% | +52.0% | +59.4% |
| 3Y | +19.5% | +170.5% | -151.0% | -32.7% |
| 5Y | +19.5% | +80.5% | -61.0% | -20.0% |
| All | +655.9% | +240.0% | +415.8% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling