+103.4%
GLD vs STLA
-74.2%
+177.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.3% | -2.6% |
| 7D | -5.5% | -13.1% | +7.6% | -5.1% |
| 30D | -7.0% | -13.3% | +6.2% | -6.7% |
| 3M | -12.4% | -27.9% | +15.5% | -11.7% |
| 6M | -18.0% | -47.8% | +29.8% | -17.0% |
| YTD | -10.5% | -64.6% | +54.1% | -9.4% |
| 1Y | -8.1% | -64.0% | +55.9% | -7.0% |
| 3Y | +97.7% | -76.8% | +174.5% | +102.6% |
| 5Y | +103.4% | -74.2% | +177.6% | +103.1% |
| All | +103.4% | -74.2% | +177.6% | +103.1% |
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