+606.9%
GEV vs STLA
-78.8%
+685.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.8% |
| 7D | -1.9% | -3.8% | +1.9% | -1.1% |
| 30D | -8.7% | -3.1% | -5.6% | -8.3% |
| 3M | +6.6% | -19.6% | +26.2% | +11.3% |
| 6M | +10.2% | -23.5% | +33.7% | +16.1% |
| YTD | +41.6% | -51.5% | +93.1% | +62.6% |
| 1Y | +43.9% | -39.7% | +83.5% | +54.5% |
| All | +606.9% | -78.8% | +685.7% | +990.6% |
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