+805.8%
STX vs GGLL
+210.8%
+595.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -1.0% | -2.6% |
| 7D | +14.6% | +7.7% | +6.9% | +12.7% |
| 30D | -26.0% | -30.2% | +4.3% | -20.2% |
| 3M | -42.6% | -31.3% | -11.4% | -38.3% |
| 6M | -35.3% | -52.1% | +16.8% | -24.9% |
| YTD | +92.5% | -25.9% | +118.3% | +95.7% |
| 1Y | +102.4% | -8.5% | +110.8% | +94.4% |
| 3Y | +673.8% | +165.5% | +508.3% | +434.0% |
| All | +805.8% | +210.8% | +595.0% | +486.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling