+159.7%
GILD vs STLA
+55.1%
+104.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.0% | -1.0% |
| 7D | -4.8% | -2.9% | -1.9% | -4.5% |
| 30D | +5.8% | +0.9% | +4.8% | +5.6% |
| 3M | +14.9% | -21.6% | +36.6% | +18.0% |
| 6M | -0.4% | -21.6% | +21.3% | +2.1% |
| YTD | +18.5% | -50.4% | +68.9% | +27.4% |
| 1Y | +25.1% | -43.6% | +68.7% | +31.7% |
| 3Y | +105.9% | -66.4% | +172.3% | +126.8% |
| 5Y | +143.0% | -62.3% | +205.3% | +158.7% |
| All | +159.7% | +55.1% | +104.6% | +138.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling