-52.0%
GTLB vs STLA
-61.2%
+9.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +0.6% |
| 7D | +11.1% | +2.6% | +8.5% | +9.9% |
| 30D | +37.8% | -1.2% | +39.0% | +38.2% |
| 3M | +61.6% | -24.8% | +86.3% | +78.9% |
| 6M | +98.9% | -25.6% | +124.5% | +117.3% |
| YTD | +32.8% | -48.9% | +81.7% | +66.4% |
| 1Y | +14.7% | -38.8% | +53.4% | +27.4% |
| 3Y | +1.3% | -64.5% | +65.9% | +39.0% |
| All | -52.0% | -61.2% | +9.2% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling