+102.5%
GD vs STLA
-71.4%
+173.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +1.9% |
| 7D | -1.9% | -4.9% | +3.0% | -1.4% |
| 30D | +10.9% | -4.9% | +15.8% | +11.3% |
| 3M | -6.8% | -23.7% | +16.9% | -4.3% |
| 6M | +7.0% | -45.0% | +52.0% | +13.9% |
| YTD | +11.1% | -60.9% | +72.0% | +22.6% |
| 1Y | +7.0% | -58.9% | +65.9% | +17.1% |
| 3Y | +59.9% | -74.4% | +134.4% | +81.1% |
| 5Y | +102.5% | -71.5% | +174.0% | +119.0% |
| All | +102.5% | -71.4% | +173.9% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling