+180.1%
STT vs GGLL
+152.2%
+27.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +1.1% | +5.1% | -4.0% | +0.6% |
| 30D | -1.9% | -35.5% | +33.6% | +2.3% |
| 3M | -7.6% | -39.2% | +31.6% | -3.1% |
| 6M | +16.0% | -54.4% | +70.4% | +24.9% |
| YTD | +36.2% | -29.8% | +66.0% | +38.0% |
| 1Y | +46.8% | -20.4% | +67.2% | +46.1% |
| All | +180.1% | +152.2% | +27.9% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling