+142.8%
STT vs GTLB
-49.8%
+192.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.6% |
| 7D | -1.4% | -4.1% | +2.7% | -0.9% |
| 30D | +2.2% | +12.3% | -10.1% | +0.6% |
| 3M | +18.8% | +65.9% | -47.1% | +11.1% |
| 6M | +57.9% | +104.0% | -46.0% | +42.7% |
| YTD | +51.0% | +26.0% | +25.0% | +44.7% |
| 1Y | +77.1% | -3.5% | +80.6% | +74.9% |
| 3Y | +199.8% | -9.6% | +209.5% | +187.9% |
| All | +142.8% | -49.8% | +192.6% | +116.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling