-21.3%
GFS vs STT
+99.5%
-120.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -4.7% | -5.1% | -6.9% |
| 7D | -20.7% | -4.9% | -15.8% | -18.0% |
| 30D | -25.2% | -6.0% | -19.2% | -22.3% |
| 3M | -26.3% | -11.7% | -14.6% | -20.4% |
| 6M | -50.7% | +11.7% | -62.4% | -54.1% |
| YTD | +4.5% | +30.4% | -25.9% | -11.9% |
| 1Y | +2.5% | +43.9% | -41.5% | -18.8% |
| 3Y | -30.9% | +165.4% | -196.3% | -62.0% |
| 5Y | -42.6% | +101.0% | -143.6% | -63.8% |
| All | -21.3% | +99.5% | -120.8% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling