+12.1%
GS vs STRL
-38.5%
+50.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -0.9% |
| 7D | -3.2% | -26.9% | +23.7% | +0.4% |
| 30D | -2.4% | -52.7% | +50.3% | +7.8% |
| 3M | -15.7% | -52.8% | +37.1% | -7.2% |
| 6M | -6.8% | -71.5% | +64.7% | +9.0% |
| YTD | -0.1% | -17.4% | +17.4% | -6.4% |
| 1Y | +12.1% | -35.0% | +47.1% | +10.8% |
| All | +12.1% | -38.5% | +50.6% | +10.8% |
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