+50.9%
STLA vs GWRE
+131.0%
-80.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.1% |
| 7D | -2.9% | -13.2% | +10.4% | +0.5% |
| 30D | +0.9% | -18.6% | +19.5% | +5.1% |
| 3M | -21.6% | +18.9% | -40.5% | -26.5% |
| 6M | -21.6% | -11.0% | -10.7% | -22.1% |
| YTD | -50.4% | -29.9% | -20.5% | -47.6% |
| 1Y | -43.6% | -44.3% | +0.8% | -36.0% |
| 3Y | -66.4% | +51.7% | -118.1% | -74.4% |
| 5Y | -62.3% | +15.4% | -77.7% | -69.2% |
| All | +50.9% | +131.0% | -80.1% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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