+45.4%
GILD vs STRL
-30.1%
+75.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -21.5% | +25.6% | +3.7% |
| 7D | +9.6% | -27.1% | +36.7% | +9.0% |
| 30D | +20.6% | -45.8% | +66.4% | +19.7% |
| 3M | +29.7% | -47.6% | +77.4% | +28.7% |
| 6M | +33.1% | -46.4% | +79.5% | +30.8% |
| YTD | +44.7% | -7.4% | +52.1% | +40.6% |
| 1Y | +45.4% | -25.9% | +71.2% | +40.9% |
| All | +45.4% | -30.1% | +75.5% | +40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling