+143.5%
STT vs GTLB
-50.0%
+193.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.4% | +4.2% | -0.6% |
| 7D | +2.2% | +4.6% | -2.4% | +1.6% |
| 30D | +3.9% | +21.0% | -17.1% | +1.3% |
| 3M | +19.2% | +51.7% | -32.5% | +12.6% |
| 6M | +60.4% | +89.3% | -28.9% | +46.3% |
| YTD | +51.5% | +25.6% | +25.8% | +45.2% |
| 1Y | +76.3% | -1.5% | +77.8% | +73.6% |
| 3Y | +200.7% | -9.9% | +210.7% | +188.9% |
| All | +143.5% | -50.0% | +193.5% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling