+510.2%
GEV vs STRL
+154.5%
+355.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.7% |
| 7D | -13.2% | -19.8% | +6.6% | -6.0% |
| 30D | -20.6% | -43.6% | +22.9% | -1.1% |
| 3M | -19.5% | -45.2% | +25.7% | +1.2% |
| 6M | -23.3% | -65.7% | +42.4% | +12.4% |
| YTD | +22.2% | -5.4% | +27.7% | +1.1% |
| 1Y | +37.8% | -24.7% | +62.5% | +28.0% |
| All | +510.2% | +154.5% | +355.7% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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