+19,851.2%
GD vs STT
+7,372.9%
+12,478.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.3% | +0.5% | -5.7% | -5.4% |
| 30D | -6.4% | +3.9% | -10.3% | -7.3% |
| 3M | +5.7% | +20.0% | -14.3% | +1.1% |
| 6M | -0.9% | +55.3% | -56.3% | -11.2% |
| YTD | +8.2% | +53.3% | -45.2% | -2.9% |
| 1Y | +13.4% | +74.7% | -61.3% | -1.5% |
| 3Y | +68.5% | +205.8% | -137.3% | +26.7% |
| 5Y | +97.2% | +145.0% | -47.8% | +52.2% |
| 10Y | +190.2% | +266.0% | -75.8% | +97.9% |
| All | +19,851.2% | +7,372.9% | +12,478.3% | +7,557.4% |
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