+211.6%
GM vs STRL
+3,697.3%
-3,485.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.4% |
| 7D | -0.2% | +15.7% | -15.8% | -3.4% |
| 30D | +3.6% | -35.5% | +39.0% | +12.0% |
| 3M | -0.2% | -47.1% | +46.9% | +11.8% |
| 6M | +13.9% | -65.8% | +79.7% | +37.7% |
| YTD | +6.5% | -4.5% | +11.0% | -6.3% |
| 1Y | +20.7% | -10.5% | +31.1% | +7.4% |
| 3Y | +229.5% | +340.6% | -111.1% | +61.1% |
| 5Y | +41.5% | +911.0% | -869.5% | -50.8% |
| All | +211.6% | +3,697.3% | -3,485.7% | -31.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling