+26.4%
STM vs GTLB
-50.8%
+77.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.5% |
| 7D | +1.7% | -6.6% | +8.2% | +2.9% |
| 30D | -5.2% | +13.7% | -18.9% | -7.6% |
| 3M | -29.6% | +52.9% | -82.5% | -35.4% |
| 6M | +54.4% | +88.5% | -34.1% | +33.9% |
| YTD | +99.5% | +23.4% | +76.1% | +87.3% |
| 1Y | +100.8% | -3.8% | +104.6% | +97.0% |
| 3Y | +20.2% | -11.5% | +31.7% | +13.9% |
| All | +26.4% | -50.8% | +77.2% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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