+365.4%
STX vs GD
+13.1%
+352.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +6.3% |
| 7D | +2.4% | -5.3% | +7.6% | +2.4% |
| 30D | +1.4% | -6.4% | +7.8% | +1.4% |
| 3M | -8.2% | +5.7% | -13.9% | -9.8% |
| 6M | +127.0% | -0.9% | +128.0% | +120.0% |
| YTD | +209.1% | +8.2% | +201.0% | +189.3% |
| 1Y | +365.4% | +13.4% | +352.0% | +345.0% |
| All | +365.4% | +13.1% | +352.3% | +345.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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