+3,574.7%
STX vs GIS
-16.7%
+3,591.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -2.1% |
| 7D | +9.6% | -8.6% | +18.2% | +9.5% |
| 30D | +10.6% | -0.5% | +11.1% | +10.5% |
| 3M | +4.8% | +11.9% | -7.1% | +3.9% |
| 6M | +137.3% | -11.6% | +148.8% | +139.9% |
| YTD | +222.5% | -16.3% | +238.8% | +227.2% |
| 1Y | +366.2% | -21.8% | +388.0% | +376.2% |
| 3Y | +1,352.9% | -35.7% | +1,388.6% | +1,418.7% |
| 5Y | +1,077.4% | -22.9% | +1,100.3% | +1,048.6% |
| All | +3,574.7% | -16.7% | +3,591.4% | +3,558.5% |
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