+173.9%
GH vs STLA
-41.2%
+215.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.1% |
| 30D | -2.6% | -5.2% | +2.5% | -2.9% |
| 3M | +25.1% | -24.9% | +50.0% | +23.8% |
| 6M | +78.5% | -25.2% | +103.7% | +77.8% |
| YTD | +59.4% | -51.4% | +110.8% | +45.8% |
| 1Y | +173.9% | -40.7% | +214.6% | +143.9% |
| All | +173.9% | -41.2% | +215.1% | +143.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling