+246.5%
GM vs STLA
+108.8%
+137.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.4% |
| 7D | +1.9% | +2.6% | -0.6% | +1.0% |
| 30D | -1.4% | -1.2% | -0.1% | -1.1% |
| 3M | +5.9% | -24.8% | +30.7% | +16.7% |
| 6M | +12.4% | -25.6% | +38.0% | +24.0% |
| YTD | +8.6% | -48.9% | +57.6% | +34.7% |
| 1Y | +52.6% | -38.8% | +91.4% | +74.7% |
| 3Y | +169.7% | -64.5% | +234.2% | +267.6% |
| 5Y | +87.5% | -62.4% | +150.0% | +148.6% |
| 10Y | +233.0% | +55.4% | +177.6% | +218.3% |
| All | +246.5% | +108.8% | +137.7% | +230.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling