+66.5%
STX vs GS
+11.2%
+55.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -28.5% | -3.2% | -25.3% | -26.0% |
| 30D | -42.9% | -2.4% | -40.5% | -41.0% |
| 3M | -45.9% | -15.7% | -30.2% | -37.0% |
| 6M | -41.3% | -6.8% | -34.5% | -36.4% |
| YTD | +67.9% | -0.1% | +68.0% | +64.1% |
| 1Y | +66.5% | +12.1% | +54.4% | +43.7% |
| All | +66.5% | +11.2% | +55.3% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling