+643.2%
GEV vs STRL
+341.5%
+301.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +1.8% |
| 7D | +8.1% | +10.1% | -2.0% | +4.0% |
| 30D | -1.9% | -8.2% | +6.3% | +1.3% |
| 3M | +4.1% | -43.7% | +47.8% | +27.7% |
| 6M | +23.2% | +27.1% | -3.9% | -4.1% |
| YTD | +48.9% | +64.0% | -15.1% | -0.2% |
| 1Y | +62.2% | +75.2% | -13.0% | +0.9% |
| All | +643.2% | +341.5% | +301.7% | +184.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling