+121.3%
STT vs GTLB
-49.4%
+170.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +4.8% | -0.7% | +5.5% | +4.8% |
| 30D | +3.9% | -10.2% | +14.1% | +5.2% |
| 3M | -8.2% | +10.1% | -18.3% | -9.5% |
| 6M | +15.6% | +116.5% | -100.9% | +4.1% |
| YTD | +37.6% | +27.2% | +10.5% | +31.5% |
| 1Y | +50.1% | +8.6% | +41.6% | +46.1% |
| 3Y | +183.1% | +5.6% | +177.5% | +166.6% |
| 5Y | +104.8% | -61.8% | +166.7% | +81.4% |
| All | +121.3% | -49.4% | +170.6% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling