+668.3%
STM vs GM
+232.6%
+435.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.4% | +2.0% |
| 7D | +16.3% | -3.4% | +19.7% | +18.4% |
| 30D | -6.3% | +2.7% | -9.0% | -8.1% |
| 3M | -14.1% | -0.4% | -13.7% | -15.1% |
| 6M | -19.6% | +13.3% | -32.9% | -26.1% |
| YTD | +80.1% | +6.8% | +73.4% | +69.1% |
| 1Y | +95.4% | +21.1% | +74.3% | +71.1% |
| 3Y | +14.7% | +231.0% | -216.4% | -45.3% |
| 5Y | -5.4% | +41.9% | -47.3% | -30.0% |
| 10Y | +465.5% | +205.7% | +259.8% | +133.0% |
| All | +668.3% | +232.6% | +435.6% | +154.0% |
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 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