-63.4%
STLA vs GGLL
+210.8%
-274.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.6% |
| 7D | -13.8% | +7.7% | -21.4% | -15.1% |
| 30D | -10.5% | -30.2% | +19.7% | -4.9% |
| 3M | -28.9% | -31.3% | +2.4% | -24.3% |
| 6M | -49.7% | -52.1% | +2.4% | -43.0% |
| YTD | -64.9% | -25.9% | -39.1% | -64.2% |
| 1Y | -64.0% | -8.5% | -55.6% | -65.0% |
| 3Y | -77.4% | +165.5% | -243.0% | -83.7% |
| All | -63.4% | +210.8% | -274.2% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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