+39.4%
GM vs STLA
-53.0%
+92.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.8% | +0.8% | +3.5% |
| 7D | +12.1% | -0.6% | +12.7% | +12.3% |
| 30D | +15.2% | +3.6% | +11.6% | +13.8% |
| 3M | +4.9% | -20.6% | +25.5% | +11.2% |
| 6M | +22.6% | -34.3% | +56.9% | +37.3% |
| YTD | +14.4% | -57.3% | +71.7% | +39.3% |
| 1Y | +39.4% | -52.6% | +92.1% | +61.8% |
| All | +39.4% | -53.0% | +92.4% | +61.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling