+123.8%
STX vs GTLB
+6.1%
+117.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | 0.0% | -8.1% | -8.1% |
| 7D | -20.2% | -9.7% | -10.5% | -20.7% |
| 30D | -37.2% | +1.7% | -38.9% | -36.9% |
| 3M | -34.1% | +43.6% | -77.6% | -31.7% |
| 6M | -24.5% | +113.0% | -137.4% | -20.9% |
| YTD | +102.9% | +39.5% | +63.4% | +131.7% |
| 1Y | +123.8% | +12.6% | +111.2% | +169.2% |
| All | +123.8% | +6.1% | +117.7% | +169.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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