+194.7%
STT vs GFI
+292.6%
-97.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.1% |
| 7D | -1.4% | -5.1% | +3.8% | -1.1% |
| 30D | +2.2% | +13.4% | -11.3% | +1.4% |
| 3M | +18.8% | +36.2% | -17.4% | +16.3% |
| 6M | +57.9% | -9.8% | +67.7% | +57.9% |
| YTD | +51.0% | +7.7% | +43.3% | +49.5% |
| 1Y | +77.1% | +27.2% | +50.0% | +74.0% |
| All | +194.7% | +292.6% | -97.9% | +165.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling