+246.5%
GM vs STRL
+3,477.1%
-3,230.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -4.9% | -0.3% |
| 7D | +1.9% | +3.4% | -1.5% | +1.2% |
| 30D | -1.4% | -9.2% | +7.9% | +0.2% |
| 3M | +5.9% | -51.0% | +56.9% | +19.9% |
| 6M | +12.4% | +15.8% | -3.4% | +1.7% |
| YTD | +8.6% | +58.9% | -50.2% | -9.0% |
| 1Y | +52.6% | +68.5% | -15.9% | +23.6% |
| 3Y | +169.7% | +485.2% | -315.6% | +51.4% |
| 5Y | +87.5% | +2,005.1% | -1,917.6% | -24.9% |
| 10Y | +233.0% | +7,118.0% | -6,885.0% | -1.6% |
| All | +246.5% | +3,477.1% | -3,230.6% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling