+2,071.0%
STX vs GD
+185.2%
+1,885.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.3% | +7.5% | +8.6% |
| 7D | -14.8% | -3.0% | -11.7% | -13.1% |
| 30D | -35.4% | +9.3% | -44.7% | -38.2% |
| 3M | -37.7% | -7.2% | -30.5% | -35.4% |
| 6M | -35.2% | +5.5% | -40.7% | -38.0% |
| YTD | +84.4% | +9.5% | +74.9% | +71.5% |
| 1Y | +82.3% | +6.4% | +75.8% | +72.4% |
| 3Y | +646.2% | +59.8% | +586.4% | +446.7% |
| 5Y | +487.4% | +98.0% | +389.4% | +273.3% |
| 10Y | +2,071.0% | +177.4% | +1,893.6% | +964.3% |
| All | +2,071.0% | +185.2% | +1,885.9% | +964.3% |
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