+967.4%
STX vs GFS
0.0%
+967.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.6% |
| 7D | -2.3% | +3.8% | -6.1% | -3.8% |
| 30D | -5.5% | -11.7% | +6.2% | -0.5% |
| 3M | -4.3% | -41.8% | +37.5% | +18.6% |
| 6M | +115.6% | +6.6% | +109.0% | +114.9% |
| YTD | +202.2% | +34.6% | +167.5% | +176.1% |
| 1Y | +325.3% | +46.2% | +279.1% | +277.0% |
| 3Y | +1,283.9% | -20.3% | +1,304.2% | +1,324.1% |
| All | +967.4% | 0.0% | +967.4% | +1,007.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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