-57.3%
STLA vs GGLL
-16.8%
-40.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.7% |
| 7D | -6.4% | +6.3% | -12.7% | -7.3% |
| 30D | -1.3% | -35.1% | +33.8% | +5.5% |
| 3M | -19.9% | -37.7% | +17.7% | -13.9% |
| 6M | -42.9% | -54.1% | +11.2% | -34.7% |
| YTD | -59.4% | -29.4% | -30.0% | -58.5% |
| All | -57.3% | -16.8% | -40.5% | -57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling