+265.3%
GME vs STLA
+46.8%
+218.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.1% | +6.0% |
| 7D | +4.8% | +0.4% | +4.5% | +4.6% |
| 30D | +5.9% | -5.2% | +11.1% | +7.6% |
| 3M | -10.7% | -24.9% | +14.1% | -1.5% |
| 6M | -19.8% | -25.2% | +5.4% | -12.2% |
| YTD | -0.9% | -51.4% | +50.5% | +25.5% |
| 1Y | -15.7% | -40.7% | +25.0% | -3.5% |
| 3Y | +12.3% | -66.3% | +78.6% | +59.6% |
| 5Y | -60.1% | -63.2% | +3.2% | -46.9% |
| 10Y | +265.3% | +48.7% | +216.6% | +180.5% |
| All | +265.3% | +46.8% | +218.6% | +180.5% |
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