+305.9%
CG vs STLA
+12.4%
+293.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | +0.1% |
| 7D | +2.0% | -4.9% | +6.9% | +4.2% |
| 30D | +8.5% | -4.9% | +13.4% | +10.4% |
| 3M | -12.1% | -23.7% | +11.5% | -2.8% |
| 6M | -16.4% | -45.0% | +28.5% | +5.2% |
| YTD | -28.0% | -60.9% | +32.9% | +1.6% |
| 1Y | -18.9% | -58.9% | +40.0% | +11.3% |
| 3Y | +51.2% | -74.4% | +125.7% | +144.1% |
| 5Y | -15.9% | -71.5% | +55.7% | +25.6% |
| 10Y | +305.9% | +5.3% | +300.7% | +314.0% |
| All | +305.9% | +12.4% | +293.6% | +314.0% |
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