-21.5%
GFS vs STLA
-74.3%
+52.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.3% |
| 7D | -5.3% | -4.9% | -0.4% | -3.9% |
| 30D | -15.8% | -4.9% | -10.9% | -15.0% |
| 3M | -18.6% | -23.7% | +5.0% | -12.4% |
| 6M | -45.0% | -45.0% | 0.0% | -34.1% |
| YTD | +16.8% | -60.9% | +77.7% | +54.0% |
| 1Y | +17.8% | -58.9% | +76.7% | +51.4% |
| 3Y | -21.5% | -74.4% | +52.9% | +7.6% |
| All | -21.5% | -74.3% | +52.7% | +7.6% |
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