+1,474.8%
STX vs GH
+457.8%
+1,017.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.4% | +10.4% | +10.0% |
| 7D | -1.0% | -8.2% | +7.2% | +0.5% |
| 30D | -26.8% | -4.9% | -21.8% | -25.9% |
| 3M | -32.7% | -6.2% | -26.5% | -31.8% |
| 6M | -33.7% | +60.0% | -93.8% | -38.1% |
| YTD | +101.0% | +51.5% | +49.5% | +88.3% |
| 1Y | +92.7% | +58.4% | +34.3% | +79.2% |
| 3Y | +708.7% | +617.2% | +91.5% | +480.3% |
| 5Y | +504.0% | +47.0% | +457.0% | +404.3% |
| All | +1,474.8% | +457.8% | +1,017.1% | +937.0% |
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