+20,253.5%
GD vs STT
+6,570.9%
+13,682.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.1% |
| 7D | +3.0% | -0.1% | +3.0% | +3.0% |
| 30D | +10.5% | -1.7% | +12.2% | +10.9% |
| 3M | -5.0% | -6.4% | +1.4% | -3.6% |
| 6M | +5.5% | +17.7% | -12.2% | +1.2% |
| YTD | +10.3% | +36.9% | -26.5% | +1.7% |
| 1Y | +8.2% | +52.0% | -43.9% | -2.9% |
| 3Y | +59.0% | +178.6% | -119.5% | +22.3% |
| 5Y | +104.3% | +109.1% | -4.8% | +63.9% |
| 10Y | +202.4% | +226.1% | -23.6% | +112.0% |
| All | +20,253.5% | +6,570.9% | +13,682.7% | +7,919.3% |
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 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