-54.8%
GTLB vs STLA
-62.4%
+7.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -2.9% | -1.5% |
| 7D | -5.7% | -2.9% | -2.8% | -4.6% |
| 30D | +15.1% | +0.9% | +14.2% | +14.6% |
| 3M | +65.5% | -21.6% | +87.1% | +80.4% |
| 6M | +102.9% | -21.6% | +124.5% | +116.4% |
| YTD | +25.2% | -50.4% | +75.6% | +58.7% |
| 1Y | -5.5% | -43.6% | +38.0% | +9.6% |
| 3Y | -10.9% | -66.4% | +55.5% | +26.0% |
| All | -54.8% | -62.4% | +7.6% | -47.3% |
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