+623.2%
GME vs STLA
+168.9%
+454.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +1.4% |
| 7D | +1.6% | -11.6% | +13.2% | +4.9% |
| 30D | -6.2% | -6.2% | 0.0% | -5.0% |
| 3M | +35.8% | -24.6% | +60.3% | +44.4% |
| 6M | +10.3% | -44.9% | +55.2% | +26.6% |
| YTD | +27.2% | -62.3% | +89.5% | +58.7% |
| 1Y | +19.1% | -61.8% | +80.9% | +47.7% |
| 3Y | +103.7% | -75.3% | +179.1% | +178.6% |
| 5Y | -50.0% | -72.5% | +22.5% | -34.5% |
| 10Y | +471.4% | +0.8% | +470.7% | +470.7% |
| All | +623.2% | +168.9% | +454.2% | +598.9% |
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