+188.5%
GD vs STT
+204.5%
-16.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.0% | -2.5% | -2.5% | -4.2% |
| 30D | +8.9% | -5.0% | +13.9% | +10.7% |
| 3M | -8.0% | -10.5% | +2.4% | -4.8% |
| 6M | +2.9% | +10.0% | -7.1% | -0.9% |
| YTD | +7.1% | +30.7% | -23.6% | -3.4% |
| 1Y | +5.9% | +43.8% | -37.8% | -7.6% |
| 3Y | +53.9% | +168.1% | -114.2% | +5.9% |
| 5Y | +95.4% | +101.4% | -6.0% | +43.0% |
| All | +188.5% | +204.5% | -16.0% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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