-19.4%
GFS vs STLA
-64.3%
+44.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.3% | +1.1% |
| 7D | +1.0% | +2.6% | -1.6% | +0.1% |
| 30D | -8.6% | -1.2% | -7.3% | -8.5% |
| 3M | -46.5% | -24.8% | -21.8% | -41.4% |
| 6M | -4.8% | -25.6% | +20.7% | +4.0% |
| YTD | +29.7% | -48.9% | +78.6% | +58.3% |
| 1Y | +35.8% | -38.8% | +74.6% | +50.5% |
| All | -19.4% | -64.3% | +44.9% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling