+16,011.1%
STX vs GD
+1,380.1%
+14,631.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.8% | +8.1% | +7.5% |
| 7D | +2.4% | -5.3% | +7.6% | +5.8% |
| 30D | +1.4% | -6.4% | +7.8% | +5.4% |
| 3M | -8.2% | +5.7% | -13.9% | -12.6% |
| 6M | +127.0% | -0.9% | +128.0% | +124.5% |
| YTD | +209.1% | +8.2% | +201.0% | +186.6% |
| 1Y | +365.4% | +13.4% | +352.0% | +317.7% |
| 3Y | +1,135.4% | +68.5% | +1,066.9% | +730.8% |
| 5Y | +991.5% | +97.2% | +894.4% | +554.1% |
| 10Y | +3,695.8% | +190.2% | +3,505.6% | +1,556.2% |
| All | +16,011.1% | +1,380.1% | +14,631.0% | +2,039.9% |
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