+165.2%
GD vs STLA
-4.1%
+169.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.3% |
| 7D | +2.7% | -13.8% | +16.4% | +5.5% |
| 30D | +8.6% | -10.5% | +19.1% | +10.5% |
| 3M | -7.1% | -28.9% | +21.8% | -1.6% |
| 6M | +7.5% | -49.7% | +57.2% | +21.3% |
| YTD | +9.9% | -64.9% | +74.8% | +31.5% |
| 1Y | +7.6% | -64.0% | +71.6% | +27.7% |
| 3Y | +56.2% | -77.4% | +133.6% | +97.8% |
| 5Y | +100.6% | -74.4% | +175.1% | +138.6% |
| All | +165.2% | -4.1% | +169.3% | +149.8% |
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