+1,184.4%
STX vs GGLL
+245.5%
+938.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.3% | +8.7% | +6.9% |
| 7D | +2.4% | -4.8% | +7.1% | +3.4% |
| 30D | +1.4% | -13.7% | +15.1% | +4.5% |
| 3M | -8.2% | -21.9% | +13.6% | -4.3% |
| 6M | +127.0% | +11.7% | +115.4% | +113.3% |
| YTD | +209.1% | +2.3% | +206.9% | +195.8% |
| 1Y | +365.4% | +76.2% | +289.3% | +297.3% |
| All | +1,184.4% | +245.5% | +938.8% | +828.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling