+170.6%
GD vs STLA
+0.5%
+170.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.5% | +0.6% |
| 7D | +0.6% | -11.6% | +12.3% | +3.0% |
| 30D | +9.5% | -6.2% | +15.6% | +10.4% |
| 3M | -5.8% | -24.6% | +18.7% | -1.4% |
| 6M | +7.7% | -44.9% | +52.6% | +19.4% |
| YTD | +11.1% | -62.3% | +73.3% | +31.0% |
| 1Y | +6.1% | -61.8% | +67.9% | +24.5% |
| 3Y | +59.8% | -75.3% | +135.2% | +98.7% |
| 5Y | +104.6% | -72.5% | +177.1% | +139.9% |
| 10Y | +170.6% | +0.8% | +169.8% | +151.5% |
| All | +170.6% | +0.5% | +170.1% | +151.5% |
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