-30.1%
GFS vs STT
+104.1%
-134.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +7.4% | +4.8% | +2.6% | +4.4% |
| 30D | -15.3% | +3.9% | -19.2% | -17.0% |
| 3M | -21.1% | -8.2% | -12.9% | -16.6% |
| 6M | -44.5% | +15.6% | -60.1% | -49.4% |
| YTD | +19.2% | +37.6% | -18.4% | -3.0% |
| 1Y | +27.2% | +50.1% | -22.9% | -2.0% |
| 3Y | -20.1% | +183.1% | -203.2% | -58.2% |
| All | -30.1% | +104.1% | -134.3% | -58.5% |
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