+177.8%
STT vs GTLB
+7.7%
+170.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +1.1% | -10.9% | +12.0% | +2.4% |
| 30D | -1.9% | -15.3% | +13.4% | -0.3% |
| 3M | -7.6% | +14.6% | -22.1% | -9.2% |
| 6M | +16.0% | +79.6% | -63.6% | +7.7% |
| YTD | +36.2% | +24.3% | +11.9% | +32.0% |
| 1Y | +46.8% | +1.0% | +45.8% | +46.0% |
| 3Y | +177.8% | +4.6% | +173.2% | +173.5% |
| All | +177.8% | +7.7% | +170.1% | +173.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling