-17.4%
GIS vs STLA
-53.0%
+35.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.4% | +5.0% |
| 7D | +8.5% | -0.6% | +9.1% | +8.5% |
| 30D | +15.3% | +3.6% | +11.8% | +15.1% |
| 3M | +0.9% | -20.6% | +21.6% | +2.0% |
| 6M | +7.9% | -34.3% | +42.3% | +9.6% |
| YTD | -17.6% | -57.3% | +39.7% | -14.6% |
| 1Y | -17.4% | -52.6% | +35.3% | -14.5% |
| All | -17.4% | -53.0% | +35.6% | -14.5% |
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 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