+42.5%
GM vs STRL
+906.9%
-864.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.1% |
| 7D | -0.2% | +15.7% | -15.8% | -2.3% |
| 30D | +3.6% | -35.5% | +39.0% | +9.1% |
| 3M | -0.2% | -47.1% | +46.9% | +7.8% |
| 6M | +13.9% | -65.8% | +79.7% | +30.1% |
| YTD | +6.5% | -4.5% | +11.0% | -3.7% |
| 1Y | +20.7% | -10.5% | +31.1% | +10.1% |
| 3Y | +229.5% | +340.6% | -111.1% | +73.9% |
| All | +42.5% | +906.9% | -864.4% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling