+185.8%
GS vs STRL
+233.5%
-47.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -3.8% | -1.0% |
| 7D | -3.2% | -26.9% | +23.7% | +1.3% |
| 30D | -2.4% | -52.7% | +50.3% | +10.3% |
| 3M | -15.7% | -52.8% | +37.1% | -5.1% |
| 6M | -6.8% | -71.5% | +64.7% | +13.3% |
| YTD | -0.1% | -17.4% | +17.4% | -5.2% |
| 1Y | +12.1% | -35.0% | +47.1% | +11.4% |
| 3Y | +185.8% | +239.2% | -53.4% | +102.6% |
| All | +185.8% | +233.5% | -47.8% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling