-39.4%
STX vs GD
+2.4%
-41.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.3% | -13.9% | -17.4% |
| 7D | -33.4% | -3.9% | -29.5% | -35.1% |
| 30D | -42.1% | +8.1% | -50.2% | -37.6% |
| 3M | -44.3% | -6.8% | -37.5% | -46.4% |
| 6M | -39.4% | +3.0% | -42.4% | -37.8% |
| All | -39.4% | +2.4% | -41.8% | -37.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling