+7,235.1%
STT vs GFI
+682.6%
+6,552.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +1.0% | +4.7% | -3.7% | +0.8% |
| 30D | +2.8% | +14.4% | -11.6% | +2.2% |
| 3M | +18.1% | +32.5% | -14.4% | +16.6% |
| 6M | +59.2% | -7.2% | +66.4% | +59.2% |
| YTD | +51.5% | +10.9% | +40.6% | +50.2% |
| 1Y | +75.7% | +35.5% | +40.2% | +72.5% |
| 3Y | +200.8% | +312.1% | -111.4% | +180.7% |
| 5Y | +155.8% | +524.6% | -368.8% | +132.4% |
| 10Y | +266.4% | +1,092.7% | -826.4% | +213.3% |
| All | +7,235.1% | +682.6% | +6,552.5% | +6,620.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling