+271.0%
CG vs STLA
-3.1%
+274.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.1% | +1.8% | -1.7% |
| 7D | -1.5% | -13.1% | +11.6% | +4.4% |
| 30D | +5.7% | -13.3% | +19.0% | +11.7% |
| 3M | -17.9% | -27.9% | +10.0% | -7.0% |
| 6M | -20.2% | -47.8% | +27.6% | +2.9% |
| YTD | -32.0% | -64.6% | +32.5% | +0.1% |
| 1Y | -27.0% | -64.0% | +37.0% | +6.2% |
| 3Y | +42.8% | -76.8% | +119.6% | +140.6% |
| 5Y | -23.4% | -74.2% | +50.7% | +19.2% |
| All | +271.0% | -3.1% | +274.1% | +263.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 10y: compounded portfolio wealth divided by compounded STLA 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…
10y analysis · Full analysis span regression · 6 months rolling