+1,062.8%
STX vs GFS
-3.9%
+1,066.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.6% |
| 7D | +10.7% | +2.6% | +8.1% | +9.6% |
| 30D | +11.3% | -16.4% | +27.7% | +19.7% |
| 3M | +3.2% | -41.6% | +44.8% | +28.1% |
| 6M | +157.0% | -3.7% | +160.7% | +165.6% |
| YTD | +229.2% | +29.3% | +199.9% | +205.9% |
| 1Y | +381.8% | +37.1% | +344.7% | +337.6% |
| 3Y | +1,383.2% | -22.1% | +1,405.3% | +1,442.8% |
| All | +1,062.8% | -3.9% | +1,066.8% | +1,127.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling