+102.4%
STX vs GGLL
-11.0%
+113.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.7% |
| 7D | +14.6% | +7.7% | +6.9% | +13.0% |
| 30D | -26.0% | -30.2% | +4.3% | -21.2% |
| 3M | -42.6% | -31.3% | -11.4% | -39.0% |
| 6M | -35.3% | -52.1% | +16.8% | -24.0% |
| YTD | +92.5% | -25.9% | +118.3% | +82.2% |
| 1Y | +102.4% | -8.5% | +110.8% | +78.1% |
| All | +102.4% | -11.0% | +113.4% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling