+149.7%
GEN vs STLA
+12.4%
+137.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.3% | +1.3% |
| 7D | +1.0% | -4.9% | +5.9% | +1.8% |
| 30D | +29.1% | -4.9% | +34.0% | +29.9% |
| 3M | +2.9% | -23.7% | +26.6% | +7.2% |
| 6M | +33.6% | -45.0% | +78.6% | +46.4% |
| YTD | +12.0% | -60.9% | +72.9% | +28.5% |
| 1Y | +16.2% | -58.9% | +75.0% | +31.8% |
| 3Y | +65.1% | -74.4% | +139.5% | +98.4% |
| 5Y | +33.3% | -71.5% | +104.8% | +54.0% |
| 10Y | +149.7% | +5.3% | +144.4% | +121.9% |
| All | +149.7% | +12.4% | +137.3% | +121.9% |
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