+16,011.1%
STX vs GFI
+585.7%
+15,425.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.5% |
| 7D | +2.4% | +3.1% | -0.8% | +2.0% |
| 30D | +1.4% | +27.1% | -25.7% | -1.3% |
| 3M | -8.2% | +21.2% | -29.4% | -10.4% |
| 6M | +127.0% | -4.5% | +131.5% | +126.3% |
| YTD | +209.1% | +11.7% | +197.4% | +203.8% |
| 1Y | +365.4% | +46.0% | +319.4% | +345.9% |
| 3Y | +1,135.4% | +309.6% | +825.8% | +958.9% |
| 5Y | +991.5% | +506.0% | +485.5% | +778.5% |
| 10Y | +3,695.8% | +1,009.2% | +2,686.6% | +2,552.4% |
| All | +16,011.1% | +585.7% | +15,425.4% | +10,887.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling