+3.7%
GS vs STRL
-47.3%
+51.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -21.5% | +25.0% | +5.7% |
| 7D | +0.3% | -27.1% | +27.4% | +3.3% |
| 30D | +3.9% | -45.8% | +49.7% | +10.5% |
| 3M | -11.4% | -47.6% | +36.2% | -5.6% |
| 6M | +3.7% | -46.4% | +50.1% | +12.2% |
| All | +3.7% | -47.3% | +51.0% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling