+168.1%
STT vs GGLL
+154.9%
+13.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | 0.0% |
| 7D | -2.5% | +3.1% | -5.6% | -2.8% |
| 30D | -5.0% | -36.3% | +31.4% | -0.7% |
| 3M | -10.5% | -40.4% | +29.9% | -5.9% |
| 6M | +10.0% | -54.6% | +64.6% | +18.5% |
| YTD | +30.7% | -31.1% | +61.8% | +32.7% |
| 1Y | +43.8% | -19.2% | +63.0% | +42.7% |
| 3Y | +168.1% | +151.5% | +16.5% | +124.5% |
| All | +168.1% | +154.9% | +13.1% | +124.5% |
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