+504.6%
GEN vs STLA
+189.9%
+314.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +2.3% | -4.5% | +6.8% | +2.9% |
| 30D | +33.1% | -3.9% | +37.0% | +33.6% |
| 3M | +6.5% | -20.2% | +26.7% | +9.5% |
| 6M | +53.8% | -42.2% | +96.0% | +64.7% |
| YTD | +11.2% | -59.3% | +70.5% | +23.7% |
| 1Y | +19.4% | -56.1% | +75.4% | +31.1% |
| 3Y | +81.0% | -73.7% | +154.7% | +109.3% |
| 5Y | +33.4% | -70.3% | +103.7% | +49.5% |
| 10Y | +164.3% | +23.1% | +141.2% | +143.0% |
| All | +504.6% | +189.9% | +314.8% | +445.0% |
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