+690.4%
STX vs GGLL
+188.6%
+501.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.5% |
| 7D | -28.5% | +3.1% | -31.6% | -29.0% |
| 30D | -42.9% | -36.3% | -6.6% | -37.1% |
| 3M | -45.9% | -40.4% | -5.6% | -39.9% |
| 6M | -41.3% | -54.6% | +13.3% | -31.3% |
| YTD | +67.9% | -31.1% | +99.1% | +73.6% |
| 1Y | +66.5% | -19.2% | +85.7% | +64.7% |
| 3Y | +588.0% | +151.5% | +436.4% | +379.7% |
| All | +690.4% | +188.6% | +501.8% | +420.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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