+233.0%
GM vs STRL
+6,846.4%
-6,613.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +3.3% |
| 7D | -1.1% | +5.4% | -6.5% | -2.3% |
| 30D | -3.4% | -9.0% | +5.6% | -1.8% |
| 3M | +8.7% | -37.1% | +45.7% | +18.0% |
| 6M | +15.4% | +17.8% | -2.4% | +1.8% |
| YTD | +6.6% | +58.3% | -51.7% | -13.8% |
| 1Y | +51.5% | +61.0% | -9.5% | +18.9% |
| 3Y | +169.3% | +517.8% | -348.5% | +27.9% |
| 5Y | +81.6% | +2,119.0% | -2,037.5% | -46.0% |
| All | +233.0% | +6,846.4% | -6,613.4% | -30.1% |
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