+4.9%
STM vs GTLB
+12.7%
-7.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.3% | +4.7% |
| 7D | -10.7% | -11.1% | +0.4% | -9.2% |
| 30D | -25.7% | -7.5% | -18.2% | -24.9% |
| 3M | -21.6% | +34.8% | -56.3% | -25.2% |
| 6M | -27.8% | +98.0% | -125.8% | -35.7% |
| YTD | +61.8% | +28.1% | +33.6% | +55.6% |
| 1Y | +78.1% | +5.6% | +72.5% | +78.0% |
| 3Y | +4.9% | +15.9% | -11.0% | -2.2% |
| All | +4.9% | +12.7% | -7.8% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling