+401.3%
GH vs STLA
-41.6%
+442.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | -0.2% |
| 7D | -0.1% | +2.6% | -2.6% | -0.9% |
| 30D | -1.1% | -1.2% | +0.2% | -1.1% |
| 3M | +21.3% | -24.8% | +46.1% | +31.4% |
| 6M | +73.5% | -25.6% | +99.1% | +87.8% |
| YTD | +58.0% | -48.9% | +107.0% | +89.5% |
| 1Y | +163.1% | -38.8% | +201.8% | +186.7% |
| 3Y | +361.0% | -64.5% | +425.6% | +493.1% |
| 5Y | +22.5% | -62.4% | +85.0% | +47.5% |
| All | +401.3% | -41.6% | +442.8% | +393.0% |
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