+16.6%
GS vs STLA
-61.0%
+77.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.5% | +5.3% | +2.3% |
| 7D | -0.1% | -11.6% | +11.5% | +1.7% |
| 30D | +3.7% | -6.2% | +9.8% | +4.6% |
| 3M | -10.0% | -24.6% | +14.6% | -6.7% |
| 6M | -1.0% | -44.9% | +43.9% | +6.2% |
| YTD | +7.0% | -62.3% | +69.2% | +16.8% |
| 1Y | +16.6% | -61.8% | +78.4% | +26.1% |
| All | +16.6% | -61.0% | +77.7% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling