-12.3%
GFS vs STLA
-70.2%
+57.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | -3.1% | -6.4% | +3.2% | -0.7% |
| 30D | -16.0% | -1.3% | -14.7% | -16.3% |
| 3M | -24.7% | -19.9% | -4.8% | -19.0% |
| 6M | -45.1% | -42.9% | -2.2% | -32.4% |
| YTD | +16.5% | -59.4% | +75.9% | +61.4% |
| 1Y | +19.3% | -56.8% | +76.2% | +59.5% |
| 3Y | -20.0% | -73.1% | +53.1% | +25.5% |
| 5Y | -32.0% | -70.1% | +38.1% | -0.9% |
| All | -12.3% | -70.2% | +57.9% | +26.9% |
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 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