+80.5%
GM vs STRL
+2,102.6%
-2,022.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.1% |
| 7D | -1.1% | +8.2% | -9.3% | -2.4% |
| 30D | -4.6% | -6.3% | +1.7% | -3.9% |
| 3M | +0.2% | -41.2% | +41.4% | +7.8% |
| 6M | +12.6% | +20.4% | -7.7% | +2.1% |
| YTD | +3.7% | +61.7% | -58.0% | -12.3% |
| 1Y | +45.6% | +72.7% | -27.1% | +18.5% |
| 3Y | +162.0% | +530.9% | -369.0% | +34.5% |
| 5Y | +80.5% | +2,125.4% | -2,044.9% | -51.6% |
| All | +80.5% | +2,102.6% | -2,022.1% | -51.6% |
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