+752.3%
GD vs STLA
+204.3%
+548.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.8% | -6.4% | -3.1% |
| 7D | +3.0% | -0.6% | +3.6% | +3.0% |
| 30D | +10.5% | +3.6% | +7.0% | +9.7% |
| 3M | -5.0% | -20.6% | +15.7% | -2.1% |
| 6M | +5.5% | -34.3% | +39.8% | +11.4% |
| YTD | +10.3% | -57.3% | +67.6% | +23.3% |
| 1Y | +8.2% | -52.6% | +60.8% | +18.6% |
| 3Y | +59.0% | -73.1% | +132.1% | +86.0% |
| 5Y | +104.3% | -68.7% | +173.0% | +127.9% |
| 10Y | +202.4% | +29.2% | +173.3% | +167.7% |
| All | +752.3% | +204.3% | +548.0% | +601.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling