+157.4%
GS vs STRL
+900.6%
-743.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.6% | -19.8% | +21.4% | +4.9% |
| 30D | +1.7% | -43.6% | +45.2% | +12.2% |
| 3M | -11.6% | -45.2% | +33.6% | -2.3% |
| 6M | -1.9% | -65.7% | +63.8% | +17.1% |
| YTD | +5.1% | -5.4% | +10.5% | -3.5% |
| 1Y | +16.4% | -24.7% | +41.1% | +12.2% |
| 3Y | +199.0% | +335.0% | -136.1% | +78.2% |
| 5Y | +157.4% | +915.3% | -757.9% | +5.8% |
| All | +157.4% | +900.6% | -743.1% | +5.8% |
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 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