+39.4%
GM vs STRL
-30.1%
+69.5%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -21.5% | +26.1% | +5.6% |
| 7D | +12.1% | -27.1% | +39.1% | +13.5% |
| 30D | +15.2% | -45.8% | +61.0% | +18.7% |
| 3M | +4.9% | -47.6% | +52.5% | +8.1% |
| 6M | +22.6% | -46.4% | +69.0% | +25.3% |
| YTD | +14.4% | -7.4% | +21.8% | +9.6% |
| 1Y | +39.4% | -25.9% | +65.3% | +35.5% |
| All | +39.4% | -30.1% | +69.5% | +35.5% |
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