+435.3%
GNRC vs STLA
+55.1%
+380.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.7% | +2.1% |
| 7D | -0.2% | -2.9% | +2.7% | +0.9% |
| 30D | -15.7% | +0.9% | -16.7% | -16.4% |
| 3M | -27.3% | -21.6% | -5.7% | -21.0% |
| 6M | -12.1% | -21.6% | +9.6% | -4.8% |
| YTD | +37.1% | -50.4% | +87.5% | +72.0% |
| 1Y | -0.5% | -43.6% | +43.1% | +17.9% |
| 3Y | +61.5% | -66.4% | +127.9% | +124.0% |
| 5Y | -58.6% | -62.3% | +3.7% | -46.5% |
| All | +435.3% | +55.1% | +380.2% | +349.2% |
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