+5.3%
STLA vs GAP
+12.0%
-6.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.5% | -3.3% |
| 7D | -4.9% | -0.1% | -4.8% | -4.9% |
| 30D | -4.9% | -5.4% | +0.5% | -3.5% |
| 3M | -23.7% | +2.9% | -26.6% | -24.6% |
| 6M | -45.0% | -4.4% | -40.5% | -44.8% |
| YTD | -60.9% | -11.6% | -49.3% | -60.3% |
| 1Y | -58.9% | -6.0% | -52.8% | -59.0% |
| 3Y | -74.4% | +78.0% | -152.4% | -80.3% |
| 5Y | -71.5% | +8.5% | -80.0% | -76.4% |
| 10Y | +5.3% | +8.6% | -3.4% | -32.8% |
| All | +5.3% | +12.0% | -6.7% | -32.8% |
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