-16.8%
GIS vs STRL
+7,055.3%
-7,072.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.6% |
| 7D | -8.6% | +8.2% | -16.8% | -8.5% |
| 30D | -0.5% | -6.3% | +5.9% | -0.5% |
| 3M | +11.9% | -41.2% | +53.1% | +11.3% |
| 6M | -11.6% | +20.4% | -32.0% | -11.8% |
| YTD | -16.3% | +61.7% | -78.0% | -16.5% |
| 1Y | -21.8% | +72.7% | -94.5% | -22.0% |
| 3Y | -35.7% | +530.9% | -566.6% | -37.9% |
| 5Y | -22.9% | +2,125.4% | -2,148.3% | -30.4% |
| 10Y | -16.8% | +7,301.3% | -7,318.2% | -30.4% |
| All | -16.8% | +7,055.3% | -7,072.2% | -30.4% |
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 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