+14.7%
GTLB vs STLA
-38.0%
+52.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.1% |
| 7D | +11.1% | +2.6% | +8.5% | +11.1% |
| 30D | +37.8% | -1.2% | +39.0% | +37.5% |
| 3M | +61.6% | -24.8% | +86.3% | +60.1% |
| 6M | +98.9% | -25.6% | +124.5% | +96.4% |
| YTD | +32.8% | -48.9% | +81.7% | +33.0% |
| 1Y | +14.7% | -38.8% | +53.4% | +11.2% |
| All | +14.7% | -38.0% | +52.7% | +11.2% |
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