-63.1%
STLA vs GFI
+515.1%
-578.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | 0.0% |
| 7D | -3.8% | -5.1% | +1.3% | -3.5% |
| 30D | -3.1% | +13.4% | -16.6% | -3.8% |
| 3M | -19.6% | +36.2% | -55.9% | -21.1% |
| 6M | -23.5% | -9.8% | -13.7% | -23.6% |
| YTD | -51.5% | +7.7% | -59.2% | -52.1% |
| 1Y | -39.7% | +27.2% | -66.9% | -41.0% |
| 3Y | -66.3% | +300.3% | -366.6% | -69.7% |
| 5Y | -63.1% | +539.8% | -602.9% | -69.4% |
| All | -63.1% | +515.1% | -578.3% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling