+1,344.7%
STX vs GH
+472.2%
+872.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.2% | +4.5% | +9.0% |
| 7D | -14.8% | -7.0% | -7.8% | -13.6% |
| 30D | -35.4% | -5.2% | -30.2% | -34.6% |
| 3M | -37.7% | -5.8% | -31.9% | -36.9% |
| 6M | -35.2% | +65.9% | -101.2% | -39.8% |
| YTD | +84.4% | +55.5% | +28.9% | +72.1% |
| 1Y | +82.3% | +64.2% | +18.1% | +68.7% |
| 3Y | +646.2% | +606.0% | +40.2% | +436.4% |
| 5Y | +487.4% | +47.3% | +440.1% | +390.2% |
| All | +1,344.7% | +472.2% | +872.5% | +847.7% |
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