-20.8%
GIS vs STLA
+51.6%
-72.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | -8.4% | -3.8% | -4.6% | -8.2% |
| 30D | -5.2% | -3.1% | -2.1% | -5.1% |
| 3M | +8.2% | -19.6% | +27.8% | +9.4% |
| 6M | -12.0% | -23.5% | +11.5% | -10.9% |
| YTD | -18.9% | -51.5% | +32.6% | -15.9% |
| 1Y | -23.6% | -39.7% | +16.0% | -22.1% |
| 3Y | -37.6% | -66.3% | +28.7% | -34.8% |
| 5Y | -25.2% | -63.1% | +38.0% | -23.0% |
| All | -20.8% | +51.6% | -72.5% | -24.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling