+1,085.3%
STX vs GTLB
-47.1%
+1,132.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.3% | +6.2% |
| 7D | +2.4% | +11.1% | -8.7% | +0.9% |
| 30D | +1.4% | +37.8% | -36.4% | -3.2% |
| 3M | -8.2% | +61.6% | -69.8% | -14.8% |
| 6M | +127.0% | +98.9% | +28.1% | +102.4% |
| YTD | +209.1% | +32.8% | +176.4% | +191.9% |
| 1Y | +365.4% | +14.7% | +350.8% | +347.7% |
| 3Y | +1,135.4% | +1.3% | +1,134.0% | +1,063.9% |
| All | +1,085.3% | -47.1% | +1,132.4% | +1,021.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling