+350.4%
STX vs GFS
+42.7%
+307.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +8.0% | +3.2% | +4.8% | +6.0% |
| 30D | +5.1% | -9.6% | +14.7% | +11.7% |
| 3M | +5.8% | -38.5% | +44.2% | +39.6% |
| 6M | +124.9% | -1.3% | +126.2% | +136.1% |
| YTD | +213.9% | +31.8% | +182.1% | +183.4% |
| 1Y | +350.4% | +44.6% | +305.8% | +311.5% |
| All | +350.4% | +42.7% | +307.7% | +311.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling