-22.5%
GIS vs STLA
-64.5%
+42.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.4% |
| 7D | -3.4% | -13.8% | +10.4% | -2.6% |
| 30D | +6.9% | -10.5% | +17.4% | +7.6% |
| 3M | -10.1% | -28.9% | +18.7% | -8.6% |
| 6M | +5.9% | -49.7% | +55.6% | +8.9% |
| YTD | -21.1% | -64.9% | +43.8% | -17.7% |
| 1Y | -22.5% | -64.0% | +41.5% | -19.0% |
| All | -22.5% | -64.5% | +42.0% | -19.0% |
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