+747.5%
GIS vs STRL
+11,526.8%
-10,779.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +15.0% | -16.7% | -1.9% |
| 7D | +0.4% | -13.3% | +13.7% | +0.4% |
| 30D | +10.1% | -43.3% | +53.4% | +10.5% |
| 3M | -3.7% | -46.9% | +43.2% | -3.2% |
| 6M | +4.3% | -65.6% | +69.9% | +5.0% |
| YTD | -19.8% | -5.1% | -14.7% | -20.4% |
| 1Y | -20.5% | -23.1% | +2.6% | -20.8% |
| 3Y | -38.3% | +346.8% | -385.2% | -40.4% |
| 5Y | -32.2% | +907.2% | -939.3% | -35.5% |
| 10Y | -18.0% | +3,988.2% | -4,006.2% | -24.3% |
| All | +747.5% | +11,526.8% | -10,779.3% | +651.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling