+243.0%
GS vs STLA
-64.3%
+307.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +0.9% | +2.6% | -1.6% | +0.3% |
| 30D | -1.6% | -1.2% | -0.3% | -1.4% |
| 3M | -4.5% | -24.8% | +20.3% | +2.0% |
| 6M | +20.9% | -25.6% | +46.4% | +28.9% |
| YTD | +19.9% | -48.9% | +68.8% | +38.7% |
| 1Y | +41.4% | -38.8% | +80.2% | +52.5% |
| All | +243.0% | -64.3% | +307.3% | +295.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling