+177.4%
GD vs STT
+211.9%
-34.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.2% | -1.0% | +1.2% |
| 7D | -3.0% | +0.9% | -4.0% | -3.4% |
| 30D | +9.3% | -2.3% | +11.6% | +10.0% |
| 3M | -7.2% | -7.0% | -0.2% | -5.1% |
| 6M | +5.5% | +15.5% | -10.0% | 0.0% |
| YTD | +9.5% | +35.6% | -26.1% | -2.4% |
| 1Y | +6.4% | +47.9% | -41.4% | -7.9% |
| 3Y | +59.8% | +181.1% | -121.2% | +8.5% |
| 5Y | +98.0% | +108.2% | -10.2% | +43.5% |
| 10Y | +177.4% | +201.0% | -23.6% | +69.6% |
| All | +177.4% | +211.9% | -34.5% | +69.6% |
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