+30.4%
GDDY vs STLA
-62.8%
+93.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.4% |
| 7D | -3.2% | -2.9% | -0.3% | -2.7% |
| 30D | +6.8% | +0.9% | +5.9% | +6.5% |
| 3M | +30.5% | -21.6% | +52.1% | +35.6% |
| 6M | +13.3% | -21.6% | +34.9% | +16.9% |
| YTD | -21.0% | -50.4% | +29.5% | -11.8% |
| 1Y | -34.0% | -43.6% | +9.6% | -28.9% |
| 3Y | +33.1% | -66.4% | +99.5% | +55.3% |
| All | +30.4% | -62.8% | +93.2% | +36.5% |
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