+168.9%
STLA vs GAP
+67.7%
+101.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.5% | -3.0% |
| 7D | -11.6% | -9.3% | -2.3% | -9.3% |
| 30D | -6.2% | -5.5% | -0.7% | -4.8% |
| 3M | -24.6% | +3.5% | -28.1% | -25.5% |
| 6M | -44.9% | +0.7% | -45.6% | -45.4% |
| YTD | -62.3% | -13.4% | -48.9% | -61.5% |
| 1Y | -61.8% | -7.7% | -54.1% | -61.7% |
| 3Y | -75.3% | +74.4% | -149.8% | -80.5% |
| 5Y | -72.5% | +5.3% | -77.8% | -76.7% |
| 10Y | +0.8% | +4.7% | -3.9% | -29.4% |
| All | +168.9% | +67.7% | +101.2% | +55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling