+16,011.1%
STX vs GIS
+271.2%
+15,739.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.5% | +8.8% | +6.9% |
| 7D | +2.4% | -7.8% | +10.2% | +4.1% |
| 30D | +1.4% | +6.6% | -5.2% | -0.3% |
| 3M | -8.2% | +21.0% | -29.2% | -13.7% |
| 6M | +127.0% | -9.1% | +136.1% | +129.6% |
| YTD | +209.1% | -13.6% | +222.8% | +215.0% |
| 1Y | +365.4% | -18.0% | +383.4% | +378.3% |
| 3Y | +1,135.4% | -33.7% | +1,169.1% | +1,232.9% |
| 5Y | +991.5% | -19.4% | +1,010.9% | +959.8% |
| 10Y | +3,695.8% | -21.3% | +3,717.1% | +3,512.3% |
| All | +16,011.1% | +271.2% | +15,739.9% | +7,457.8% |
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