-29.3%
GFS vs STT
+164.8%
-194.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.7% | -5.1% | -6.5% |
| 7D | -20.7% | -4.9% | -15.8% | -17.6% |
| 30D | -25.2% | -6.0% | -19.2% | -21.8% |
| 3M | -26.3% | -11.7% | -14.6% | -19.4% |
| 6M | -50.7% | +11.7% | -62.4% | -54.7% |
| YTD | +4.5% | +30.4% | -25.9% | -14.8% |
| 1Y | +2.5% | +43.9% | -41.5% | -22.6% |
| All | -29.3% | +164.8% | -194.2% | -65.3% |
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 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