+380.7%
GH vs STLA
-56.8%
+437.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | +0.7% |
| 7D | -8.2% | -11.6% | +3.4% | -4.7% |
| 30D | -4.9% | -6.2% | +1.2% | -3.6% |
| 3M | -6.2% | -24.6% | +18.3% | +0.6% |
| 6M | +60.0% | -44.9% | +105.0% | +88.7% |
| YTD | +51.5% | -62.3% | +113.8% | +97.0% |
| 1Y | +58.4% | -61.8% | +120.2% | +104.1% |
| 3Y | +617.2% | -75.3% | +692.6% | +926.5% |
| 5Y | +47.0% | -72.5% | +119.5% | +92.9% |
| All | +380.7% | -56.8% | +437.5% | +412.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling