+639.1%
STM vs GM
+242.1%
+397.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.9% |
| 7D | -7.9% | +0.4% | -8.3% | -8.2% |
| 30D | -14.1% | +7.2% | -21.3% | -17.7% |
| 3M | -17.6% | +1.0% | -18.7% | -19.2% |
| 6M | -24.2% | +13.0% | -37.3% | -30.3% |
| YTD | +73.3% | +9.8% | +63.5% | +60.4% |
| 1Y | +90.1% | +25.9% | +64.2% | +63.1% |
| 3Y | +10.3% | +240.4% | -230.1% | -48.1% |
| 5Y | -5.7% | +56.1% | -61.9% | -33.8% |
| 10Y | +444.1% | +226.7% | +217.4% | +115.4% |
| All | +639.1% | +242.1% | +397.1% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling