-19.2%
GIS vs STLA
-3.1%
-16.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.1% | +4.1% | -1.7% |
| 7D | -8.1% | -13.1% | +5.0% | -7.3% |
| 30D | +5.3% | -13.3% | +18.6% | +6.1% |
| 3M | -10.5% | -27.9% | +17.3% | -9.0% |
| 6M | +1.8% | -47.8% | +49.6% | +5.4% |
| YTD | -22.9% | -64.6% | +41.6% | -18.7% |
| 1Y | -22.9% | -64.0% | +41.1% | -18.8% |
| 3Y | -40.5% | -76.8% | +36.3% | -36.5% |
| 5Y | -34.9% | -74.2% | +39.3% | -31.6% |
| All | -19.2% | -3.1% | -16.1% | -22.3% |
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