-46.7%
STLA vs GGLL
+328.7%
-375.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.8% |
| 7D | +2.6% | -4.8% | +7.4% | +3.6% |
| 30D | -1.2% | -13.7% | +12.4% | +1.7% |
| 3M | -24.8% | -21.9% | -2.9% | -21.7% |
| 6M | -25.6% | +11.7% | -37.2% | -29.2% |
| YTD | -48.9% | +2.3% | -51.2% | -50.5% |
| 1Y | -38.8% | +76.2% | -114.9% | -47.5% |
| 3Y | -64.5% | +245.0% | -309.5% | -75.5% |
| All | -46.7% | +328.7% | -375.4% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling