+25.1%
GILD vs STLA
-40.1%
+65.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.0% | -0.8% |
| 7D | -4.8% | -2.9% | -1.9% | -4.7% |
| 30D | +5.8% | +0.9% | +4.8% | +5.7% |
| 3M | +14.9% | -21.6% | +36.6% | +15.6% |
| 6M | -0.4% | -21.6% | +21.3% | +0.3% |
| YTD | +18.5% | -50.4% | +68.9% | +19.4% |
| 1Y | +25.1% | -43.6% | +68.7% | +22.2% |
| All | +25.1% | -40.1% | +65.3% | +22.2% |
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 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