+37.4%
GILD vs STLA
-38.0%
+75.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +3.7% | +2.6% | +1.1% | +3.5% |
| 30D | +14.6% | -1.2% | +15.8% | +14.5% |
| 3M | +17.7% | -24.8% | +42.4% | +18.6% |
| 6M | +3.1% | -25.6% | +28.7% | +3.8% |
| YTD | +24.5% | -48.9% | +73.5% | +26.2% |
| 1Y | +37.4% | -38.8% | +76.2% | +33.9% |
| All | +37.4% | -38.0% | +75.4% | +33.9% |
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