+50.1%
STT vs GGLL
-11.0%
+61.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | 0.0% |
| 7D | +4.8% | +7.7% | -2.9% | +4.1% |
| 30D | +3.9% | -30.2% | +34.1% | +6.4% |
| 3M | -8.2% | -31.3% | +23.1% | -5.9% |
| 6M | +15.6% | -52.1% | +67.7% | +22.1% |
| YTD | +37.6% | -25.9% | +63.5% | +37.5% |
| 1Y | +50.1% | -8.5% | +58.6% | +49.2% |
| All | +50.1% | -11.0% | +61.2% | +49.2% |
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