+381.9%
GDDY vs STLA
-6.7%
+388.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | -7.0% | -3.8% | -3.2% | -6.1% |
| 30D | +6.2% | -3.1% | +9.3% | +6.8% |
| 3M | +20.0% | -19.6% | +39.7% | +25.5% |
| 6M | +6.8% | -23.5% | +30.3% | +12.0% |
| YTD | -22.3% | -51.5% | +29.2% | -10.2% |
| 1Y | -33.5% | -39.7% | +6.1% | -28.0% |
| 3Y | +29.2% | -66.3% | +95.5% | +55.9% |
| 5Y | +28.1% | -63.1% | +91.2% | +46.0% |
| 10Y | +200.2% | +48.5% | +151.8% | +117.2% |
| All | +381.9% | -6.7% | +388.5% | +298.6% |
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