+51.5%
STLA vs GAP
+34.4%
+17.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.8% | -3.0% |
| 7D | +0.7% | +1.7% | -1.0% | +0.3% |
| 30D | -2.4% | +9.3% | -11.7% | -5.0% |
| 3M | -23.9% | +6.1% | -30.0% | -25.4% |
| 6M | -24.6% | -2.3% | -22.3% | -24.8% |
| YTD | -50.5% | -10.6% | -39.9% | -49.9% |
| 1Y | -39.8% | -4.4% | -35.4% | -40.3% |
| 3Y | -65.6% | +118.3% | -183.9% | -75.1% |
| 5Y | -62.1% | +12.2% | -74.3% | -69.0% |
| All | +51.5% | +34.4% | +17.1% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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