+10,374.7%
STX vs GIS
+237.9%
+10,136.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.1% | +11.1% | +10.2% |
| 7D | -1.0% | -4.6% | +3.6% | -0.3% |
| 30D | -26.8% | +6.6% | -33.4% | -28.1% |
| 3M | -32.7% | -8.1% | -24.6% | -32.2% |
| 6M | -33.7% | +4.9% | -38.7% | -36.2% |
| YTD | +101.0% | -21.4% | +122.3% | +107.2% |
| 1Y | +92.7% | -21.6% | +114.3% | +98.4% |
| 3Y | +708.7% | -39.3% | +748.0% | +782.0% |
| 5Y | +504.0% | -33.2% | +537.2% | +518.0% |
| 10Y | +2,108.4% | -17.3% | +2,125.7% | +1,887.4% |
| All | +10,374.7% | +237.9% | +10,136.7% | +4,872.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling