+49.3%
STT vs GGLL
-15.6%
+64.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.3% | -2.8% | +1.1% |
| 7D | +0.4% | +2.9% | -2.5% | +0.2% |
| 30D | -0.4% | -33.1% | +32.7% | +2.4% |
| 3M | -6.5% | -31.2% | +24.7% | -4.1% |
| 6M | +17.2% | -49.4% | +66.5% | +23.1% |
| YTD | +38.2% | -26.8% | +65.0% | +38.1% |
| 1Y | +49.3% | -17.7% | +67.0% | +48.2% |
| All | +49.3% | -15.6% | +64.9% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling