+377.4%
GH vs STLA
-65.4%
+442.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.2% |
| 30D | -4.5% | -2.4% | -2.1% | -4.2% |
| 3M | +28.9% | -23.9% | +52.8% | +34.7% |
| 6M | +76.5% | -24.6% | +101.1% | +84.7% |
| YTD | +57.6% | -50.5% | +108.1% | +76.2% |
| 1Y | +167.5% | -39.8% | +207.4% | +176.0% |
| 3Y | +377.4% | -65.6% | +443.0% | +413.4% |
| All | +377.4% | -65.4% | +442.8% | +413.4% |
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