+644.6%
STM vs GNRC
+433.2%
+211.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.5% |
| 7D | -1.1% | -0.7% | -0.3% | -0.8% |
| 30D | -7.8% | -15.8% | +8.0% | -0.9% |
| 3M | -28.2% | -24.0% | -4.2% | -19.1% |
| 6M | +52.0% | -13.8% | +65.8% | +62.6% |
| YTD | +96.4% | +33.2% | +63.2% | +74.5% |
| 1Y | +98.8% | -1.8% | +100.6% | +97.4% |
| 3Y | +18.3% | +57.7% | -39.5% | -7.1% |
| 5Y | +17.7% | -59.7% | +77.5% | +52.2% |
| All | +644.6% | +433.2% | +211.3% | +156.6% |
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