+455.7%
STX vs GD
+97.4%
+358.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.3% | -13.9% | -15.4% |
| 7D | -33.4% | -3.9% | -29.5% | -32.3% |
| 30D | -42.1% | +8.1% | -50.2% | -43.6% |
| 3M | -44.3% | -6.8% | -37.5% | -42.8% |
| 6M | -39.4% | +3.0% | -42.4% | -40.9% |
| YTD | +70.0% | +7.8% | +62.2% | +60.8% |
| 1Y | +70.2% | +5.8% | +64.4% | +62.5% |
| 3Y | +585.2% | +55.3% | +529.8% | +423.9% |
| 5Y | +455.7% | +96.7% | +359.0% | +257.6% |
| All | +455.7% | +97.4% | +358.3% | +257.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling