+762.3%
STM vs GM
+238.5%
+523.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.4% |
| 7D | +5.8% | +1.9% | +3.9% | +4.7% |
| 30D | -1.0% | -1.4% | +0.4% | -0.4% |
| 3M | -33.3% | +5.9% | -39.2% | -35.3% |
| 6M | +57.4% | +12.4% | +45.0% | +46.9% |
| YTD | +102.2% | +8.6% | +93.6% | +90.5% |
| 1Y | +99.6% | +52.6% | +47.0% | +54.2% |
| 3Y | +14.5% | +169.7% | -155.1% | -38.1% |
| 5Y | +21.4% | +87.5% | -66.2% | -22.7% |
| 10Y | +695.0% | +233.0% | +462.0% | +213.1% |
| All | +762.3% | +238.5% | +523.9% | +186.1% |
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