-4.8%
GFS vs STT
+54.6%
-59.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.4% |
| 7D | +1.0% | +0.5% | +0.5% | +0.7% |
| 30D | -8.6% | +3.9% | -12.4% | -10.8% |
| 3M | -46.5% | +20.0% | -66.5% | -52.9% |
| 6M | -4.8% | +55.3% | -60.1% | -34.8% |
| All | -4.8% | +54.6% | -59.4% | -34.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling