+530.0%
GE vs STLA
+189.2%
+340.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.0% | +3.9% |
| 7D | +6.3% | -6.4% | +12.6% | +7.8% |
| 30D | +8.9% | -1.3% | +10.2% | +8.9% |
| 3M | -9.2% | -19.9% | +10.7% | -5.2% |
| 6M | +13.2% | -42.9% | +56.1% | +27.4% |
| YTD | +9.4% | -59.4% | +68.8% | +31.3% |
| 1Y | +9.8% | -56.8% | +66.6% | +29.3% |
| 3Y | +278.2% | -73.1% | +351.2% | +380.2% |
| 5Y | +396.0% | -70.1% | +466.1% | +501.1% |
| 10Y | +162.4% | +19.8% | +142.6% | +146.3% |
| All | +530.0% | +189.2% | +340.8% | +454.7% |
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