+149.0%
GEN vs STLA
+48.0%
+101.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.1% | +0.3% | -2.2% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | +2.6% | -2.4% | +5.0% | +3.0% |
| 3M | +15.8% | -23.9% | +39.7% | +20.7% |
| 6M | +33.1% | -24.6% | +57.8% | +38.5% |
| YTD | +11.3% | -50.5% | +61.8% | +23.2% |
| 1Y | +1.7% | -39.8% | +41.5% | +7.7% |
| 3Y | +58.1% | -65.6% | +123.8% | +81.2% |
| 5Y | +20.6% | -62.1% | +82.7% | +33.1% |
| 10Y | +149.0% | +47.8% | +101.2% | +106.6% |
| All | +149.0% | +48.0% | +101.0% | +106.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling