+164.6%
GM vs STLA
-66.8%
+231.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.7% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -4.6% | -5.2% | +0.6% | -2.8% |
| 3M | +0.2% | -24.9% | +25.1% | +11.2% |
| 6M | +12.6% | -25.2% | +37.8% | +24.8% |
| YTD | +3.7% | -51.4% | +55.1% | +33.2% |
| 1Y | +45.6% | -40.7% | +86.3% | +68.3% |
| All | +164.6% | -66.8% | +231.4% | +255.8% |
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 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