+77.1%
STT vs GTLB
-1.8%
+79.0%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.4% |
| 7D | -1.4% | -4.1% | +2.7% | -1.2% |
| 30D | +2.2% | +12.3% | -10.1% | +1.7% |
| 3M | +18.8% | +65.9% | -47.1% | +15.8% |
| 6M | +57.9% | +104.0% | -46.0% | +50.8% |
| YTD | +51.0% | +26.0% | +25.0% | +52.1% |
| 1Y | +77.1% | -3.5% | +80.6% | +88.1% |
| All | +77.1% | -1.8% | +79.0% | +88.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling