+177.4%
GD vs STLA
+21.0%
+156.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -3.0% | -6.4% | +3.3% | -1.9% |
| 30D | +9.3% | -1.3% | +10.6% | +9.2% |
| 3M | -7.2% | -19.9% | +12.7% | -3.9% |
| 6M | +5.5% | -42.9% | +48.3% | +16.2% |
| YTD | +9.5% | -59.4% | +68.9% | +27.5% |
| 1Y | +6.4% | -56.8% | +63.3% | +22.0% |
| 3Y | +59.8% | -73.1% | +132.9% | +95.4% |
| 5Y | +98.0% | -70.1% | +168.1% | +128.4% |
| 10Y | +177.4% | +19.8% | +157.6% | +142.1% |
| All | +177.4% | +21.0% | +156.4% | +142.1% |
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