-23.6%
GIS vs STRL
+66.6%
-90.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -1.0% | -3.2% |
| 7D | -8.4% | +5.4% | -13.8% | -7.9% |
| 30D | -5.2% | -9.0% | +3.8% | -5.8% |
| 3M | +8.2% | -37.1% | +45.2% | +5.2% |
| 6M | -12.0% | +17.8% | -29.8% | -10.5% |
| YTD | -18.9% | +58.3% | -77.2% | -13.7% |
| 1Y | -23.6% | +61.0% | -84.6% | -19.0% |
| All | -23.6% | +66.6% | -90.2% | -19.0% |
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 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