+97.2%
GD vs STLA
-62.4%
+159.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.0% | -1.9% |
| 7D | -5.3% | +2.6% | -7.8% | -5.5% |
| 30D | -6.4% | -1.2% | -5.2% | -6.4% |
| 3M | +5.7% | -24.8% | +30.5% | +9.0% |
| 6M | -0.9% | -25.6% | +24.6% | +2.0% |
| YTD | +8.2% | -48.9% | +57.1% | +16.2% |
| 1Y | +13.4% | -38.8% | +52.2% | +18.0% |
| 3Y | +68.5% | -64.5% | +133.0% | +83.5% |
| All | +97.2% | -62.4% | +159.6% | +104.0% |
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