+813.1%
GIS vs STRL
+19,359.6%
-18,546.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.8% | -8.2% | -2.5% |
| 7D | -7.8% | +3.4% | -11.2% | -7.9% |
| 30D | +6.6% | -9.2% | +15.8% | +6.6% |
| 3M | +21.0% | -51.0% | +72.0% | +21.7% |
| 6M | -9.1% | +15.8% | -24.8% | -9.6% |
| YTD | -13.6% | +58.9% | -72.5% | -14.5% |
| 1Y | -18.0% | +68.5% | -86.5% | -19.0% |
| 3Y | -33.7% | +485.2% | -518.9% | -35.9% |
| 5Y | -19.4% | +2,005.1% | -2,024.5% | -24.0% |
| 10Y | -21.3% | +7,118.0% | -7,139.2% | -27.7% |
| All | +813.1% | +19,359.6% | -18,546.5% | +706.4% |
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 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