-70.1%
STLA vs GAP
+5.0%
-75.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | -20.2% | +5.5% | -25.6% | -21.5% |
| 6M | -42.2% | -11.1% | -31.1% | -40.9% |
| YTD | -59.3% | -13.6% | -45.8% | -58.5% |
| 1Y | -56.1% | -2.9% | -53.2% | -56.5% |
| 3Y | -73.7% | +69.6% | -143.3% | -78.8% |
| All | -70.1% | +5.0% | -75.1% | -76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling