+610.0%
STX vs GFS
-8.5%
+618.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +5.5% | +4.5% | +7.7% |
| 7D | -1.0% | +6.2% | -7.2% | -2.9% |
| 30D | -26.8% | -11.4% | -15.4% | -22.7% |
| 3M | -32.7% | -15.5% | -17.2% | -27.8% |
| 6M | -33.7% | -42.6% | +8.9% | -17.5% |
| YTD | +101.0% | +23.2% | +77.8% | +90.4% |
| 1Y | +92.7% | +23.6% | +69.1% | +82.5% |
| 3Y | +708.7% | -17.2% | +725.9% | +730.8% |
| 5Y | +504.0% | -23.4% | +527.4% | +547.1% |
| All | +610.0% | -8.5% | +618.5% | +664.1% |
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