-55.1%
GTLB vs STLA
-70.3%
+15.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | +0.4% |
| 7D | -10.9% | -4.9% | -6.0% | -9.2% |
| 30D | -15.3% | -4.9% | -10.4% | -14.3% |
| 3M | +14.6% | -23.7% | +38.2% | +25.3% |
| 6M | +79.6% | -45.0% | +124.6% | +120.5% |
| YTD | +24.3% | -60.9% | +85.2% | +70.5% |
| 1Y | +1.0% | -58.9% | +59.9% | +33.5% |
| 3Y | +4.6% | -74.4% | +79.0% | +64.9% |
| 5Y | -63.7% | -71.5% | +7.8% | -53.3% |
| All | -55.1% | -70.3% | +15.2% | -43.4% |
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 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