-59.2%
STLA vs GGLL
+194.0%
-253.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | -4.9% | +5.1% | -10.0% | -5.8% |
| 30D | -4.9% | -35.5% | +30.6% | +2.8% |
| 3M | -23.7% | -39.2% | +15.5% | -16.7% |
| 6M | -45.0% | -54.4% | +9.4% | -36.9% |
| YTD | -60.9% | -29.8% | -31.0% | -59.6% |
| 1Y | -58.9% | -20.4% | -38.5% | -58.8% |
| 3Y | -74.4% | +149.7% | -224.2% | -81.3% |
| All | -59.2% | +194.0% | -253.2% | -71.5% |
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