+6.7%
GME vs STLA
-65.4%
+72.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.6% | -0.6% |
| 7D | +0.4% | +0.7% | -0.3% | +0.2% |
| 30D | -1.4% | -2.4% | +0.9% | -1.0% |
| 3M | -15.1% | -23.9% | +8.7% | -8.9% |
| 6M | -22.5% | -24.6% | +2.1% | -17.2% |
| YTD | -5.9% | -50.5% | +44.6% | +13.1% |
| 1Y | -18.6% | -39.8% | +21.2% | -10.9% |
| 3Y | +6.7% | -65.6% | +72.3% | +58.0% |
| All | +6.7% | -65.4% | +72.1% | +58.0% |
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