+159.7%
GILD vs STRL
+7,221.5%
-7,061.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.4% | -6.2% | -1.0% |
| 7D | -4.8% | +5.0% | -9.9% | -5.1% |
| 30D | +5.8% | -6.9% | +12.7% | +6.1% |
| 3M | +14.9% | -39.1% | +54.0% | +17.5% |
| 6M | -0.4% | +21.5% | -21.9% | -3.6% |
| YTD | +18.5% | +66.9% | -48.3% | +12.1% |
| 1Y | +25.1% | +61.6% | -36.5% | +18.0% |
| 3Y | +105.9% | +560.0% | -454.1% | +68.3% |
| 5Y | +143.0% | +2,238.9% | -2,095.9% | +70.4% |
| All | +159.7% | +7,221.5% | -7,061.8% | +56.8% |
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