+1,019.5%
STX vs GS
+185.3%
+834.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.1% | +6.3% | +6.3% |
| 7D | +2.4% | +0.9% | +1.4% | +1.6% |
| 30D | +1.4% | -1.6% | +3.0% | +2.3% |
| 3M | -8.2% | -4.5% | -3.7% | -4.9% |
| 6M | +127.0% | +20.9% | +106.1% | +102.4% |
| YTD | +209.1% | +19.9% | +189.3% | +176.1% |
| 1Y | +365.4% | +41.4% | +324.0% | +275.6% |
| 3Y | +1,135.4% | +239.2% | +896.2% | +476.8% |
| All | +1,019.5% | +185.3% | +834.3% | +457.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling