+3,343.4%
STX vs GFI
+1,066.8%
+2,276.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.5% | -3.6% |
| 7D | -2.3% | -4.9% | +2.6% | -1.9% |
| 30D | -5.5% | +10.7% | -16.2% | -6.2% |
| 3M | -4.3% | +25.6% | -29.9% | -6.1% |
| 6M | +115.6% | -8.3% | +123.9% | +115.5% |
| YTD | +202.2% | +6.3% | +195.9% | +200.5% |
| 1Y | +325.3% | +22.1% | +303.2% | +320.5% |
| 3Y | +1,283.9% | +289.2% | +994.7% | +1,220.7% |
| 5Y | +1,048.3% | +531.7% | +516.7% | +979.2% |
| All | +3,343.4% | +1,066.8% | +2,276.6% | +3,454.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling