-36.4%
GLXY vs STLA
-58.8%
+22.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | -0.5% | -6.4% | +5.8% | +0.4% |
| 30D | -28.6% | -1.3% | -27.3% | -28.9% |
| 3M | -28.1% | -19.9% | -8.1% | -26.1% |
| 6M | -52.0% | -42.9% | -9.1% | -48.1% |
| YTD | -35.1% | -59.4% | +24.3% | -25.9% |
| 1Y | -54.0% | -56.8% | +2.8% | -49.1% |
| All | -36.4% | -58.8% | +22.4% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling