+19,778.3%
GD vs STT
+6,256.2%
+13,522.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.7% | +2.4% | -1.2% |
| 7D | -3.9% | -4.9% | +1.0% | -2.8% |
| 30D | +8.1% | -6.0% | +14.1% | +9.6% |
| 3M | -6.8% | -11.7% | +4.9% | -4.1% |
| 6M | +3.0% | +11.7% | -8.7% | 0.0% |
| YTD | +7.8% | +30.4% | -22.7% | +0.4% |
| 1Y | +5.8% | +43.9% | -38.1% | -3.7% |
| 3Y | +55.3% | +165.4% | -110.1% | +20.8% |
| 5Y | +96.7% | +101.0% | -4.3% | +59.3% |
| 10Y | +195.4% | +210.7% | -15.3% | +109.4% |
| All | +19,778.3% | +6,256.2% | +13,522.1% | +7,822.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling