+486.7%
GS vs STLA
+18.3%
+468.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -3.2% | -4.5% | +1.3% | -1.6% |
| 30D | -2.4% | -3.9% | +1.5% | -1.4% |
| 3M | -15.7% | -20.2% | +4.4% | -9.7% |
| 6M | -6.8% | -42.2% | +35.4% | +11.3% |
| YTD | -0.1% | -59.3% | +59.3% | +32.0% |
| 1Y | +12.1% | -56.1% | +68.1% | +43.1% |
| 3Y | +185.8% | -73.7% | +259.4% | +320.0% |
| 5Y | +140.1% | -70.3% | +210.4% | +222.8% |
| All | +486.7% | +18.3% | +468.4% | +406.0% |
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 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