+1.5%
STLA vs GAP
+1.5%
0.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | -13.8% | -1.9% | -11.9% | -13.3% |
| 30D | -10.5% | -7.1% | -3.5% | -8.7% |
| 3M | -28.9% | +4.1% | -33.0% | -29.9% |
| 6M | -49.7% | +1.9% | -51.7% | -50.4% |
| YTD | -64.9% | -15.2% | -49.7% | -64.0% |
| 1Y | -64.0% | -10.6% | -53.4% | -63.6% |
| 3Y | -77.4% | +74.6% | -152.0% | -82.5% |
| 5Y | -74.4% | +3.7% | -78.1% | -78.5% |
| All | +1.5% | +1.5% | 0.0% | -33.3% |
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