+188.7%
GD vs STLA
+54.0%
+134.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -2.0% |
| 7D | -5.3% | +2.6% | -7.8% | -5.7% |
| 30D | -6.4% | -1.2% | -5.2% | -6.4% |
| 3M | +5.7% | -24.8% | +30.5% | +11.1% |
| 6M | -0.9% | -25.6% | +24.6% | +3.8% |
| YTD | +8.2% | -48.9% | +57.1% | +21.0% |
| 1Y | +13.4% | -38.8% | +52.2% | +20.9% |
| 3Y | +68.5% | -64.5% | +133.0% | +95.0% |
| 5Y | +97.2% | -62.4% | +159.6% | +118.2% |
| All | +188.7% | +54.0% | +134.6% | +141.1% |
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