+627.7%
GEV vs STLA
-78.7%
+706.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.7% |
| 7D | +3.2% | +0.4% | +2.8% | +3.0% |
| 30D | -4.0% | -5.2% | +1.2% | -3.2% |
| 3M | +3.4% | -24.9% | +28.3% | +9.6% |
| 6M | +14.7% | -25.2% | +39.9% | +21.3% |
| YTD | +45.8% | -51.4% | +97.2% | +67.3% |
| 1Y | +57.4% | -40.7% | +98.1% | +69.8% |
| All | +627.7% | -78.7% | +706.4% | +1,022.1% |
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