+141.0%
GS vs STLA
-70.3%
+211.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.8% | -5.1% |
| 7D | -6.3% | -5.5% | -0.8% | -4.8% |
| 30D | -3.1% | -3.7% | +0.5% | -2.3% |
| 3M | -17.7% | -21.1% | +3.5% | -12.4% |
| 6M | -4.6% | -38.3% | +33.8% | +8.6% |
| YTD | +0.3% | -59.2% | +59.5% | +26.9% |
| 1Y | +11.7% | -56.7% | +68.4% | +37.9% |
| 3Y | +183.6% | -74.3% | +257.9% | +296.5% |
| 5Y | +141.0% | -70.2% | +211.2% | +194.7% |
| All | +141.0% | -70.3% | +211.3% | +194.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling