+767.8%
STX vs GGLL
+195.8%
+572.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.5% | +7.3% | +9.2% |
| 7D | -14.8% | +6.3% | -21.1% | -15.9% |
| 30D | -35.4% | -35.1% | -0.3% | -29.1% |
| 3M | -37.7% | -37.7% | 0.0% | -31.5% |
| 6M | -35.2% | -54.1% | +18.9% | -24.3% |
| YTD | +84.4% | -29.4% | +113.8% | +89.6% |
| 1Y | +82.3% | -13.4% | +95.7% | +77.4% |
| 3Y | +646.2% | +158.3% | +487.9% | +417.3% |
| All | +767.8% | +195.8% | +572.0% | +468.4% |
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