+2,038.9%
STX vs GIS
-18.8%
+2,057.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.3% |
| 7D | +16.8% | -8.1% | +24.9% | +16.3% |
| 30D | -27.0% | +5.3% | -32.4% | -26.9% |
| 3M | -37.9% | -10.5% | -27.3% | -37.8% |
| 6M | -32.5% | +1.8% | -34.3% | -32.9% |
| YTD | +98.6% | -22.9% | +121.5% | +101.7% |
| 1Y | +93.6% | -22.9% | +116.5% | +96.4% |
| 3Y | +699.1% | -40.5% | +739.6% | +736.0% |
| 5Y | +481.0% | -34.9% | +515.9% | +481.3% |
| All | +2,038.9% | -18.8% | +2,057.8% | +1,923.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 10y: compounded portfolio wealth divided by compounded GIS 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…
10y analysis · Full analysis span regression · 6 months rolling