-32.0%
GFS vs STT
+108.8%
-140.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.7% | +2.9% |
| 7D | -3.1% | +0.9% | -4.1% | -3.5% |
| 30D | -16.0% | -2.3% | -13.7% | -14.7% |
| 3M | -24.7% | -7.0% | -17.7% | -21.1% |
| 6M | -45.1% | +15.5% | -60.6% | -49.9% |
| YTD | +16.5% | +35.6% | -19.1% | -4.3% |
| 1Y | +19.3% | +47.9% | -28.5% | -7.2% |
| 3Y | -20.0% | +181.1% | -201.0% | -57.8% |
| 5Y | -32.0% | +108.2% | -140.2% | -59.2% |
| All | -32.0% | +108.8% | -140.8% | -59.2% |
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