+217.4%
STT vs GGLL
+328.7%
-111.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +0.5% | -4.8% | +5.3% | +1.2% |
| 30D | +3.9% | -13.7% | +17.5% | +5.9% |
| 3M | +20.0% | -21.9% | +41.8% | +23.1% |
| 6M | +55.3% | +11.7% | +43.7% | +49.5% |
| YTD | +53.3% | +2.3% | +51.1% | +49.3% |
| 1Y | +74.7% | +76.2% | -1.5% | +54.5% |
| 3Y | +205.8% | +245.0% | -39.2% | +123.5% |
| All | +217.4% | +328.7% | -111.3% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling