+8,757.3%
STX vs GS
+1,586.4%
+7,170.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -6.4% | -9.9% | -13.1% |
| 7D | -33.4% | -6.3% | -27.1% | -30.9% |
| 30D | -42.1% | -3.1% | -38.9% | -40.9% |
| 3M | -44.3% | -17.7% | -26.6% | -38.5% |
| 6M | -39.4% | -4.6% | -34.8% | -37.5% |
| YTD | +70.0% | +0.3% | +69.7% | +71.1% |
| 1Y | +70.2% | +11.7% | +58.5% | +62.9% |
| 3Y | +585.2% | +183.6% | +401.6% | +313.4% |
| 5Y | +455.7% | +141.0% | +314.7% | +259.3% |
| 10Y | +2,007.9% | +507.4% | +1,500.4% | +737.3% |
| All | +8,757.3% | +1,586.4% | +7,170.9% | +1,493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling