+2,158.3%
GNRC vs STLA
+263.8%
+1,894.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +1.9% | +2.6% | -0.7% | +1.3% |
| 30D | -13.8% | -1.2% | -12.6% | -13.8% |
| 3M | -32.6% | -24.8% | -7.9% | -28.0% |
| 6M | -15.2% | -25.6% | +10.4% | -9.4% |
| YTD | +37.4% | -48.9% | +86.3% | +58.4% |
| 1Y | +5.1% | -38.8% | +43.9% | +15.5% |
| 3Y | +57.5% | -64.5% | +122.1% | +92.8% |
| 5Y | -58.7% | -62.4% | +3.7% | -50.7% |
| 10Y | +395.5% | +55.4% | +340.1% | +378.2% |
| All | +2,158.3% | +263.8% | +1,894.5% | +2,234.1% |
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