-10.3%
GFS vs STLA
-74.3%
+64.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.3% |
| 7D | +7.4% | -13.8% | +21.1% | +13.4% |
| 30D | -15.3% | -10.5% | -4.7% | -12.4% |
| 3M | -21.1% | -28.9% | +7.8% | -11.3% |
| 6M | -44.5% | -49.7% | +5.3% | -28.3% |
| YTD | +19.2% | -64.9% | +84.1% | +74.4% |
| 1Y | +27.2% | -64.0% | +91.3% | +82.9% |
| 3Y | -20.1% | -77.4% | +57.3% | +34.6% |
| 5Y | -25.6% | -74.4% | +48.8% | +15.6% |
| All | -10.3% | -74.3% | +64.0% | +37.1% |
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 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