+237.4%
GLD vs STLA
+263.8%
-26.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -0.5% | +2.6% | -3.1% | -0.5% |
| 30D | +4.4% | -1.2% | +5.6% | +4.4% |
| 3M | -1.1% | -24.8% | +23.7% | -1.1% |
| 6M | -13.8% | -25.6% | +11.8% | -13.8% |
| YTD | +2.6% | -48.9% | +51.6% | +2.4% |
| 1Y | +24.5% | -38.8% | +63.3% | +24.3% |
| 3Y | +125.8% | -64.5% | +190.4% | +125.5% |
| 5Y | +137.8% | -62.4% | +200.2% | +137.3% |
| 10Y | +221.4% | +55.4% | +166.0% | +229.2% |
| All | +237.4% | +263.8% | -26.4% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling