+51.5%
GM vs STRL
+66.6%
-15.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +2.9% |
| 7D | -1.1% | +5.4% | -6.5% | -1.4% |
| 30D | -3.4% | -9.0% | +5.6% | -3.0% |
| 3M | +8.7% | -37.1% | +45.7% | +11.5% |
| 6M | +15.4% | +17.8% | -2.4% | +12.0% |
| YTD | +6.6% | +58.3% | -51.7% | +2.5% |
| 1Y | +51.5% | +61.0% | -9.5% | +48.7% |
| All | +51.5% | +66.6% | -15.1% | +48.7% |
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