-18.0%
GIS vs STLA
-38.0%
+20.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.7% | -2.5% |
| 7D | -7.8% | +2.6% | -10.4% | -8.0% |
| 30D | +6.6% | -1.2% | +7.8% | +6.4% |
| 3M | +21.0% | -24.8% | +45.7% | +21.6% |
| 6M | -9.1% | -25.6% | +16.5% | -8.7% |
| YTD | -13.6% | -48.9% | +35.3% | -12.6% |
| 1Y | -18.0% | -38.8% | +20.8% | -18.2% |
| All | -18.0% | -38.0% | +20.0% | -18.2% |
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