-34.6%
GIS vs STLA
-65.4%
+30.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.4% |
| 7D | -8.3% | +0.7% | -9.0% | -8.3% |
| 30D | +2.2% | -2.4% | +4.5% | +2.2% |
| 3M | +15.7% | -23.9% | +39.6% | +16.9% |
| 6M | -12.0% | -24.6% | +12.6% | -11.1% |
| YTD | -15.0% | -50.5% | +35.5% | -12.6% |
| 1Y | -20.1% | -39.8% | +19.7% | -19.0% |
| 3Y | -34.6% | -65.6% | +31.0% | -32.7% |
| All | -34.6% | -65.4% | +30.8% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling