+11,459.5%
STX vs GM
+238.5%
+11,221.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.0% |
| 7D | +2.4% | +1.9% | +0.4% | +1.6% |
| 30D | +1.4% | -1.4% | +2.8% | +1.7% |
| 3M | -8.2% | +5.9% | -14.1% | -10.8% |
| 6M | +127.0% | +12.4% | +114.6% | +114.7% |
| YTD | +209.1% | +8.6% | +200.5% | +195.2% |
| 1Y | +365.4% | +52.6% | +312.8% | +285.0% |
| 3Y | +1,135.4% | +169.7% | +965.7% | +678.6% |
| 5Y | +991.5% | +87.5% | +904.0% | +674.0% |
| 10Y | +3,695.8% | +233.0% | +3,462.9% | +1,766.0% |
| All | +11,459.5% | +238.5% | +11,221.0% | +4,700.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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