-15.7%
STM vs GTLB
-61.8%
+46.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.3% | +4.8% |
| 7D | -10.7% | -11.1% | +0.4% | -8.7% |
| 30D | -25.7% | -7.5% | -18.2% | -24.7% |
| 3M | -21.6% | +34.8% | -56.3% | -26.3% |
| 6M | -27.8% | +98.0% | -125.8% | -37.7% |
| YTD | +61.8% | +28.1% | +33.6% | +50.3% |
| 1Y | +78.1% | +5.6% | +72.5% | +71.6% |
| 3Y | +4.9% | +15.9% | -11.0% | -6.1% |
| All | -15.7% | -61.8% | +46.1% | -27.1% |
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