+1,972.8%
STX vs GD
+165.7%
+1,807.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +14.6% | +2.7% | +11.9% | +13.2% |
| 30D | -26.0% | +8.6% | -34.6% | -28.9% |
| 3M | -42.6% | -7.1% | -35.6% | -40.6% |
| 6M | -35.3% | +7.5% | -42.7% | -38.6% |
| YTD | +92.5% | +9.9% | +82.5% | +78.7% |
| 1Y | +102.4% | +7.6% | +94.8% | +90.3% |
| 3Y | +673.8% | +56.2% | +617.6% | +475.8% |
| 5Y | +463.1% | +100.6% | +362.4% | +255.9% |
| All | +1,972.8% | +165.7% | +1,807.1% | +991.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling