+5.8%
GD vs STLA
-55.9%
+61.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -2.3% |
| 7D | -3.9% | -5.5% | +1.6% | -3.8% |
| 30D | +8.1% | -3.7% | +11.8% | +8.1% |
| 3M | -6.8% | -21.1% | +14.4% | -6.5% |
| 6M | +3.0% | -38.3% | +41.3% | +3.6% |
| YTD | +7.8% | -59.2% | +67.0% | +9.9% |
| 1Y | +5.8% | -56.7% | +62.5% | +6.3% |
| All | +5.8% | -55.9% | +61.7% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling