-40.1%
GLXY vs STLA
-58.7%
+18.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.2% | +5.5% | +5.3% |
| 7D | -14.6% | -4.5% | -10.1% | -14.2% |
| 30D | -36.2% | -3.9% | -32.3% | -36.1% |
| 3M | -30.1% | -20.2% | -9.9% | -28.1% |
| 6M | -56.1% | -42.2% | -13.9% | -52.6% |
| YTD | -38.9% | -59.3% | +20.4% | -30.3% |
| 1Y | -55.0% | -56.1% | +1.0% | -50.5% |
| All | -40.1% | -58.7% | +18.6% | -34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling