+209.0%
GLD vs STLA
+189.9%
+19.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +4.7% | -4.5% | +9.2% | +4.7% |
| 30D | -0.9% | -3.9% | +3.0% | -0.9% |
| 3M | -4.4% | -20.2% | +15.8% | -4.4% |
| 6M | -13.6% | -42.2% | +28.6% | -13.6% |
| YTD | -6.0% | -59.3% | +53.3% | -6.2% |
| 1Y | +1.8% | -56.1% | +57.8% | +1.6% |
| 3Y | +103.2% | -73.7% | +176.8% | +102.9% |
| 5Y | +119.3% | -70.3% | +189.6% | +119.0% |
| 10Y | +199.5% | +23.1% | +176.4% | +206.7% |
| All | +209.0% | +189.9% | +19.1% | +207.6% |
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