+180.6%
STT vs GGLL
+195.8%
-15.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.9% |
| 7D | +0.9% | +6.3% | -5.4% | +0.1% |
| 30D | -2.3% | -35.1% | +32.8% | +2.9% |
| 3M | -7.0% | -37.7% | +30.7% | -1.7% |
| 6M | +15.5% | -54.1% | +69.6% | +26.5% |
| YTD | +35.6% | -29.4% | +65.0% | +37.8% |
| 1Y | +47.9% | -13.4% | +61.3% | +44.8% |
| 3Y | +181.1% | +158.3% | +22.8% | +111.3% |
| All | +180.6% | +195.8% | -15.2% | +97.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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