+50.9%
STLA vs GFI
+1,066.8%
-1,015.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.5% | +2.3% |
| 7D | -2.9% | -4.9% | +2.0% | -2.7% |
| 30D | +0.9% | +10.7% | -9.8% | +0.6% |
| 3M | -21.6% | +25.6% | -47.3% | -22.2% |
| 6M | -21.6% | -8.3% | -13.4% | -21.7% |
| YTD | -50.4% | +6.3% | -56.7% | -50.7% |
| 1Y | -43.6% | +22.1% | -65.7% | -44.1% |
| 3Y | -66.4% | +289.2% | -355.6% | -67.9% |
| 5Y | -62.3% | +531.7% | -594.0% | -64.5% |
| All | +50.9% | +1,066.8% | -1,015.9% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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