+231.1%
GM vs STLA
+55.1%
+176.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.8% |
| 7D | -2.4% | -2.9% | +0.4% | -1.0% |
| 30D | -1.1% | +0.9% | -2.0% | -2.0% |
| 3M | +6.1% | -21.6% | +27.7% | +19.4% |
| 6M | +15.0% | -21.6% | +36.6% | +28.5% |
| YTD | +6.0% | -50.4% | +56.4% | +46.4% |
| 1Y | +47.1% | -43.6% | +90.7% | +85.3% |
| 3Y | +170.5% | -66.4% | +236.9% | +332.4% |
| 5Y | +80.5% | -62.3% | +142.8% | +163.0% |
| All | +231.1% | +55.1% | +176.0% | +154.8% |
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