+28.1%
STM vs GTLB
-47.1%
+75.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +5.8% | +11.1% | -5.3% | +3.7% |
| 30D | -1.0% | +37.8% | -38.8% | -7.0% |
| 3M | -33.3% | +61.6% | -94.8% | -39.3% |
| 6M | +57.4% | +98.9% | -41.6% | +35.3% |
| YTD | +102.2% | +32.8% | +69.4% | +87.3% |
| 1Y | +99.6% | +14.7% | +84.9% | +88.9% |
| 3Y | +14.5% | +1.3% | +13.2% | +5.7% |
| All | +28.1% | -47.1% | +75.2% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling