+708.1%
STX vs GTLB
+4.2%
+704.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.4% | +8.6% | +9.8% |
| 7D | -1.0% | -9.6% | +8.7% | +0.2% |
| 30D | -26.8% | -15.5% | -11.2% | -25.4% |
| 3M | -32.7% | +12.4% | -45.1% | -33.4% |
| 6M | -33.7% | +84.6% | -118.3% | -38.7% |
| YTD | +101.0% | +26.1% | +74.9% | +96.8% |
| 1Y | +92.7% | +1.7% | +91.0% | +95.9% |
| All | +708.1% | +4.2% | +704.0% | +735.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling