+1,102.0%
STX vs GIS
-22.4%
+1,124.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.6% | +8.1% | +6.0% |
| 7D | +10.7% | -8.3% | +19.0% | +8.0% |
| 30D | +11.3% | +2.2% | +9.1% | +12.2% |
| 3M | +3.2% | +15.7% | -12.5% | +7.6% |
| 6M | +157.0% | -12.0% | +168.9% | +158.1% |
| YTD | +229.2% | -15.0% | +244.2% | +230.4% |
| 1Y | +381.8% | -20.1% | +402.0% | +383.0% |
| 3Y | +1,383.2% | -34.6% | +1,417.8% | +1,387.6% |
| All | +1,102.0% | -22.4% | +1,124.3% | +1,006.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling