-9.9%
GTLB vs STLA
-65.4%
+55.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.1% | -2.3% | -4.7% |
| 7D | +4.6% | +0.7% | +3.8% | +4.4% |
| 30D | +21.0% | -2.4% | +23.3% | +21.5% |
| 3M | +51.7% | -23.9% | +75.6% | +60.3% |
| 6M | +89.3% | -24.6% | +113.9% | +98.2% |
| YTD | +25.6% | -50.5% | +76.1% | +45.3% |
| 1Y | -1.5% | -39.8% | +38.3% | +4.6% |
| 3Y | -9.9% | -65.6% | +55.7% | +0.4% |
| All | -9.9% | -65.4% | +55.5% | +0.4% |
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