+1,283.9%
STX vs GFI
+287.6%
+996.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.5% | -3.5% |
| 7D | -2.3% | -4.9% | +2.6% | -1.3% |
| 30D | -5.5% | +10.7% | -16.2% | -7.6% |
| 3M | -4.3% | +25.6% | -29.9% | -9.4% |
| 6M | +115.6% | -8.3% | +123.9% | +115.6% |
| YTD | +202.2% | +6.3% | +195.9% | +197.0% |
| 1Y | +325.3% | +22.1% | +303.2% | +311.0% |
| 3Y | +1,283.9% | +289.2% | +994.7% | +1,093.0% |
| All | +1,283.9% | +287.6% | +996.3% | +1,093.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling