+1,144.9%
STX vs GH
+22.3%
+1,122.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.3% | +6.8% | +6.5% |
| 7D | +10.7% | -2.1% | +12.8% | +11.1% |
| 30D | +11.3% | -4.5% | +15.7% | +11.9% |
| 3M | +3.2% | +28.9% | -25.7% | -0.8% |
| 6M | +157.0% | +76.5% | +80.5% | +135.2% |
| YTD | +229.2% | +57.6% | +171.6% | +205.3% |
| 1Y | +381.8% | +167.5% | +214.3% | +313.2% |
| 3Y | +1,383.2% | +377.4% | +1,005.8% | +1,023.5% |
| 5Y | +1,144.9% | +23.8% | +1,121.0% | +875.1% |
| All | +1,144.9% | +22.3% | +1,122.6% | +875.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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