+486.7%
GS vs STRL
+3,580.1%
-3,093.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.1% |
| 7D | -3.2% | -26.9% | +23.7% | +2.6% |
| 30D | -2.4% | -52.7% | +50.3% | +13.9% |
| 3M | -15.7% | -52.8% | +37.1% | -2.2% |
| 6M | -6.8% | -71.5% | +64.7% | +19.0% |
| YTD | -0.1% | -17.4% | +17.4% | -5.6% |
| 1Y | +12.1% | -35.0% | +47.1% | +11.6% |
| 3Y | +185.8% | +239.2% | -53.4% | +73.1% |
| 5Y | +140.1% | +830.2% | -690.1% | +5.6% |
| All | +486.7% | +3,580.1% | -3,093.4% | +60.4% |
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