-54.1%
GTLB vs STLA
-73.4%
+19.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | -0.7% | -13.8% | +13.0% | +4.6% |
| 30D | -10.2% | -10.5% | +0.3% | -7.1% |
| 3M | +10.1% | -28.9% | +39.0% | +23.3% |
| 6M | +116.5% | -49.7% | +166.2% | +174.3% |
| YTD | +27.2% | -64.9% | +92.1% | +81.2% |
| 1Y | +8.6% | -64.0% | +72.6% | +51.1% |
| 3Y | +5.6% | -77.4% | +83.0% | +74.9% |
| 5Y | -61.8% | -74.4% | +12.6% | -48.9% |
| All | -54.1% | -73.4% | +19.3% | -39.8% |
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