+3,621.5%
STX vs GAP
+28.3%
+3,593.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.5% | -1.2% |
| 7D | +9.6% | -3.2% | +12.7% | +10.2% |
| 30D | +10.6% | -0.7% | +11.3% | +10.3% |
| 3M | +4.8% | -0.5% | +5.3% | +3.9% |
| 6M | +137.3% | -5.0% | +142.2% | +136.1% |
| YTD | +222.5% | -14.7% | +237.2% | +226.8% |
| 1Y | +366.2% | -8.6% | +374.9% | +364.6% |
| 3Y | +1,352.9% | +108.4% | +1,244.5% | +1,059.7% |
| 5Y | +1,077.4% | +5.8% | +1,071.7% | +914.4% |
| 10Y | +3,621.5% | +29.6% | +3,591.9% | +2,761.0% |
| All | +3,621.5% | +28.3% | +3,593.2% | +2,761.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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