+2,322.3%
STX vs GH
+481.7%
+1,840.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.1% | +6.3% |
| 7D | +2.4% | -0.1% | +2.4% | +2.3% |
| 30D | +1.4% | -1.1% | +2.5% | +1.4% |
| 3M | -8.2% | +21.3% | -29.5% | -11.0% |
| 6M | +127.0% | +73.5% | +53.5% | +108.3% |
| YTD | +209.1% | +58.0% | +151.1% | +186.8% |
| 1Y | +365.4% | +163.1% | +202.4% | +299.7% |
| 3Y | +1,135.4% | +361.0% | +774.3% | +835.6% |
| 5Y | +991.5% | +22.5% | +969.0% | +827.2% |
| All | +2,322.3% | +481.7% | +1,840.6% | +1,479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling