+760.0%
STX vs GGLL
+194.0%
+566.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -17.3% | +5.1% | -22.4% | -18.2% |
| 30D | -35.9% | -35.5% | -0.5% | -29.7% |
| 3M | -37.3% | -39.2% | +1.8% | -30.7% |
| 6M | -35.8% | -54.4% | +18.6% | -24.9% |
| YTD | +82.7% | -29.8% | +112.6% | +88.2% |
| 1Y | +71.6% | -20.4% | +92.0% | +70.6% |
| 3Y | +635.3% | +149.7% | +485.5% | +414.8% |
| All | +760.0% | +194.0% | +566.0% | +464.1% |
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 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