-34.7%
GFS vs STT
+100.0%
-134.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | -7.8% | -2.5% | -5.3% | -6.3% |
| 30D | -19.7% | -5.0% | -14.7% | -17.0% |
| 3M | -23.1% | -10.5% | -12.7% | -17.5% |
| 6M | -46.4% | +10.0% | -56.4% | -49.6% |
| YTD | +11.0% | +30.7% | -19.6% | -6.7% |
| 1Y | +12.6% | +43.8% | -31.1% | -10.9% |
| 3Y | -24.9% | +168.1% | -193.0% | -59.3% |
| All | -34.7% | +100.0% | -134.7% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling