+514.9%
GEV vs STLA
-84.7%
+599.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.8% | -1.7% |
| 7D | +3.7% | -13.8% | +17.5% | +6.6% |
| 30D | -14.7% | -10.5% | -4.1% | -13.3% |
| 3M | -23.4% | -28.9% | +5.4% | -18.8% |
| 6M | -24.3% | -49.7% | +25.4% | -13.6% |
| YTD | +23.2% | -64.9% | +88.1% | +49.8% |
| 1Y | +44.2% | -64.0% | +108.3% | +74.5% |
| All | +514.9% | -84.7% | +599.5% | +904.9% |
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