+731.3%
GIS vs STRL
+12,054.0%
-11,322.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.1% | -1.2% |
| 7D | -4.6% | +7.1% | -11.7% | -4.6% |
| 30D | +6.6% | -39.4% | +46.0% | +7.0% |
| 3M | -8.1% | -43.0% | +34.9% | -7.7% |
| 6M | +4.9% | -65.0% | +69.9% | +5.7% |
| YTD | -21.4% | -0.8% | -20.6% | -21.9% |
| 1Y | -21.6% | -20.3% | -1.3% | -22.0% |
| 3Y | -39.3% | +356.5% | -395.8% | -41.4% |
| 5Y | -33.2% | +952.8% | -986.0% | -36.5% |
| 10Y | -17.3% | +3,877.1% | -3,894.4% | -23.6% |
| All | +731.3% | +12,054.0% | -11,322.7% | +636.6% |
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