-57.6%
STLA vs GGLL
+188.6%
-246.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.5% |
| 7D | -4.5% | +3.1% | -7.6% | -5.1% |
| 30D | -3.9% | -36.3% | +32.4% | +4.1% |
| 3M | -20.2% | -40.4% | +20.2% | -12.6% |
| 6M | -42.2% | -54.6% | +12.5% | -33.7% |
| YTD | -59.3% | -31.1% | -28.2% | -57.8% |
| 1Y | -56.1% | -19.2% | -36.9% | -56.1% |
| 3Y | -73.7% | +151.5% | -225.2% | -80.8% |
| All | -57.6% | +188.6% | -246.2% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling