+252.7%
STLA vs GFI
+472.0%
-219.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -3.0% |
| 7D | +0.7% | +5.7% | -4.9% | +0.6% |
| 30D | -2.4% | +15.6% | -18.0% | -2.7% |
| 3M | -23.9% | +31.5% | -55.4% | -24.3% |
| 6M | -24.6% | -3.7% | -20.9% | -24.7% |
| YTD | -50.5% | +11.2% | -61.7% | -50.7% |
| 1Y | -39.8% | +36.4% | -76.2% | -40.4% |
| 3Y | -65.6% | +313.5% | -379.1% | -66.7% |
| 5Y | -62.1% | +528.0% | -590.1% | -63.7% |
| 10Y | +47.8% | +1,021.4% | -973.7% | +44.9% |
| All | +252.7% | +472.0% | -219.3% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling