+54.9%
GD vs STT
+164.8%
-110.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -1.2% |
| 7D | -3.9% | -4.9% | +1.0% | -2.7% |
| 30D | +8.1% | -6.0% | +14.1% | +9.6% |
| 3M | -6.8% | -11.7% | +4.9% | -4.0% |
| 6M | +3.0% | +11.7% | -8.7% | -0.2% |
| YTD | +7.8% | +30.4% | -22.7% | -0.5% |
| 1Y | +5.8% | +43.9% | -38.1% | -5.1% |
| All | +54.9% | +164.8% | -110.0% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling