-73.7%
STLA vs GAP
+67.6%
-141.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.8% |
| 7D | -4.5% | -3.8% | -0.8% | -3.6% |
| 30D | -3.9% | -9.0% | +5.1% | -1.7% |
| 3M | -20.2% | +5.5% | -25.6% | -21.4% |
| 6M | -42.2% | -11.1% | -31.1% | -41.1% |
| YTD | -59.3% | -13.6% | -45.8% | -58.6% |
| 1Y | -56.1% | -2.9% | -53.2% | -56.4% |
| 3Y | -73.7% | +69.6% | -143.3% | -75.9% |
| All | -73.7% | +67.6% | -141.2% | -75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling