+627.7%
GEV vs STRL
+335.3%
+292.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | +3.2% | +8.2% | -5.0% | -0.1% |
| 30D | -4.0% | -6.3% | +2.3% | -1.6% |
| 3M | +3.4% | -41.2% | +44.6% | +24.8% |
| 6M | +14.7% | +20.4% | -5.7% | -8.3% |
| YTD | +45.8% | +61.7% | -15.9% | -1.7% |
| 1Y | +57.4% | +72.7% | -15.3% | -1.5% |
| All | +627.7% | +335.3% | +292.4% | +180.0% |
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