+264.3%
STT vs GFI
+1,066.8%
-802.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.1% |
| 7D | -0.4% | -4.9% | +4.4% | -0.4% |
| 30D | +1.7% | +10.7% | -9.0% | +1.7% |
| 3M | +17.9% | +25.6% | -7.7% | +17.8% |
| 6M | +55.3% | -8.3% | +63.5% | +55.1% |
| YTD | +52.7% | +6.3% | +46.4% | +52.7% |
| 1Y | +75.7% | +22.1% | +53.6% | +76.0% |
| 3Y | +197.9% | +289.2% | -91.3% | +202.9% |
| 5Y | +158.8% | +531.7% | -372.9% | +168.1% |
| All | +264.3% | +1,066.8% | -802.6% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling