+465.1%
STM vs GNRC
+372.1%
+93.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +1.1% |
| 7D | +12.0% | +7.9% | +4.1% | +8.3% |
| 30D | -0.4% | -3.7% | +3.3% | +1.6% |
| 3M | -13.2% | -11.9% | -1.2% | -8.8% |
| 6M | -26.1% | -28.6% | +2.5% | -14.8% |
| YTD | +81.2% | +39.9% | +41.3% | +56.8% |
| 1Y | +98.3% | +23.4% | +74.9% | +80.1% |
| 3Y | +16.7% | +84.2% | -67.5% | -13.9% |
| 5Y | -4.8% | -57.3% | +52.5% | +20.6% |
| All | +465.1% | +372.1% | +93.0% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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