+25.4%
GEN vs STLA
-62.4%
+87.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.4% |
| 7D | -1.2% | +2.6% | -3.8% | -1.6% |
| 30D | +10.1% | -1.2% | +11.4% | +10.3% |
| 3M | +16.1% | -24.8% | +40.8% | +21.2% |
| 6M | +38.9% | -25.6% | +64.4% | +44.7% |
| YTD | +14.4% | -48.9% | +63.4% | +26.2% |
| 1Y | +5.9% | -38.8% | +44.6% | +11.3% |
| 3Y | +58.8% | -64.5% | +123.3% | +81.4% |
| All | +25.4% | -62.4% | +87.8% | +35.7% |
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 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