+504.0%
STX vs GTLB
-63.6%
+567.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.4% | +8.6% | +9.8% |
| 7D | -1.0% | -9.6% | +8.7% | +0.5% |
| 30D | -26.8% | -15.5% | -11.2% | -25.0% |
| 3M | -32.7% | +12.4% | -45.1% | -33.9% |
| 6M | -33.7% | +84.6% | -118.3% | -40.0% |
| YTD | +101.0% | +26.1% | +74.9% | +91.1% |
| 1Y | +92.7% | +1.7% | +91.0% | +89.4% |
| 3Y | +708.7% | +6.1% | +702.6% | +658.8% |
| 5Y | +504.0% | -61.1% | +565.1% | +456.9% |
| All | +504.0% | -63.6% | +567.6% | +456.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling