+10.3%
STM vs GM
+242.2%
-231.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.8% |
| 7D | -7.9% | +0.4% | -8.3% | -8.1% |
| 30D | -14.1% | +7.2% | -21.3% | -17.0% |
| 3M | -17.6% | +1.0% | -18.7% | -18.7% |
| 6M | -24.2% | +13.0% | -37.3% | -29.2% |
| YTD | +73.3% | +9.8% | +63.5% | +62.3% |
| 1Y | +90.1% | +25.9% | +64.2% | +66.8% |
| 3Y | +10.3% | +240.4% | -230.1% | -38.4% |
| All | +10.3% | +242.2% | -231.8% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling