+27.4%
STM vs GTLB
-50.0%
+77.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +4.9% | +0.5% |
| 7D | +5.2% | +4.6% | +0.6% | +4.3% |
| 30D | -7.4% | +21.0% | -28.4% | -10.9% |
| 3M | -30.6% | +51.7% | -82.3% | -36.2% |
| 6M | +66.4% | +89.3% | -22.9% | +44.3% |
| YTD | +101.1% | +25.6% | +75.5% | +88.2% |
| 1Y | +97.4% | -1.5% | +98.9% | +92.8% |
| 3Y | +21.1% | -9.9% | +31.1% | +14.5% |
| All | +27.4% | -50.0% | +77.4% | +14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling