+443.6%
STX vs GD
+94.5%
+349.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.5% | -1.0% |
| 7D | -28.5% | -5.0% | -23.5% | -27.0% |
| 30D | -42.9% | +8.9% | -51.8% | -44.6% |
| 3M | -45.9% | -8.0% | -37.9% | -44.2% |
| 6M | -41.3% | +2.9% | -44.2% | -42.7% |
| YTD | +67.9% | +7.1% | +60.9% | +59.3% |
| 1Y | +66.5% | +5.9% | +60.6% | +58.9% |
| 3Y | +588.0% | +53.9% | +534.1% | +428.3% |
| All | +443.6% | +94.5% | +349.1% | +252.0% |
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 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