+455.7%
STX vs GS
+138.4%
+317.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -6.4% | -9.9% | -11.9% |
| 7D | -33.4% | -6.3% | -27.1% | -30.1% |
| 30D | -42.1% | -3.1% | -38.9% | -40.4% |
| 3M | -44.3% | -17.7% | -26.6% | -36.4% |
| 6M | -39.4% | -4.6% | -34.8% | -36.7% |
| YTD | +70.0% | +0.3% | +69.7% | +71.3% |
| 1Y | +70.2% | +11.7% | +58.5% | +60.9% |
| 3Y | +585.2% | +183.6% | +401.6% | +257.3% |
| 5Y | +455.7% | +141.0% | +314.7% | +205.8% |
| All | +455.7% | +138.4% | +317.2% | +205.8% |
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