-22.9%
GIS vs STLA
-63.2%
+40.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.9% | +0.3% | -1.5% |
| 7D | -8.6% | +0.4% | -9.0% | -8.6% |
| 30D | -0.5% | -5.2% | +4.7% | -0.2% |
| 3M | +11.9% | -24.9% | +36.8% | +13.4% |
| 6M | -11.6% | -25.2% | +13.6% | -10.5% |
| YTD | -16.3% | -51.4% | +35.1% | -13.5% |
| 1Y | -21.8% | -40.7% | +18.9% | -20.3% |
| 3Y | -35.7% | -66.3% | +30.6% | -33.3% |
| 5Y | -22.9% | -63.2% | +40.4% | -20.5% |
| All | -22.9% | -63.2% | +40.3% | -20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling