+188.5%
GD vs STLA
+18.3%
+170.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.0% | -4.5% | -0.4% | -4.2% |
| 30D | +8.9% | -3.9% | +12.8% | +9.4% |
| 3M | -8.0% | -20.2% | +12.1% | -4.7% |
| 6M | +2.9% | -42.2% | +45.1% | +13.1% |
| YTD | +7.1% | -59.3% | +66.4% | +24.5% |
| 1Y | +5.9% | -56.1% | +62.0% | +20.8% |
| 3Y | +53.9% | -73.7% | +127.5% | +89.0% |
| 5Y | +95.4% | -70.3% | +165.7% | +125.8% |
| All | +188.5% | +18.3% | +170.2% | +162.1% |
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