+57.7%
GEV vs STLA
-38.0%
+95.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | +3.3% | +2.6% | +0.7% | +3.0% |
| 30D | -7.5% | -1.2% | -6.2% | -7.3% |
| 3M | -2.2% | -24.8% | +22.6% | +1.2% |
| 6M | +12.1% | -25.6% | +37.7% | +15.2% |
| YTD | +44.4% | -48.9% | +93.3% | +52.3% |
| 1Y | +57.7% | -38.8% | +96.4% | +69.4% |
| All | +57.7% | -38.0% | +95.7% | +69.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling