+8,757.3%
STX vs GD
+1,374.7%
+7,382.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.3% | -13.9% | -14.8% |
| 7D | -33.4% | -3.9% | -29.5% | -31.5% |
| 30D | -42.1% | +8.1% | -50.2% | -44.9% |
| 3M | -44.3% | -6.8% | -37.5% | -42.1% |
| 6M | -39.4% | +3.0% | -42.4% | -41.7% |
| YTD | +70.0% | +7.8% | +62.2% | +57.5% |
| 1Y | +70.2% | +5.8% | +64.4% | +59.6% |
| 3Y | +585.2% | +55.3% | +529.8% | +388.3% |
| 5Y | +455.7% | +96.7% | +359.0% | +232.9% |
| 10Y | +2,007.9% | +195.4% | +1,812.5% | +805.1% |
| All | +8,757.3% | +1,374.7% | +7,382.6% | +1,075.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling