-2.4%
GFS vs STT
+134.5%
-136.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -52.4% |
| 6M | -4.8% | +55.3% | -60.1% | -27.7% |
| YTD | +29.7% | +53.3% | -23.7% | -1.2% |
| 1Y | +35.8% | +74.7% | -38.9% | -4.5% |
| 3Y | -18.3% | +205.8% | -224.2% | -59.0% |
| All | -2.4% | +134.5% | -136.9% | -44.3% |
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