+2,064.0%
GS vs STRL
+45,687.3%
-43,623.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.8% |
| 7D | +0.9% | +3.4% | -2.5% | +0.4% |
| 30D | -1.6% | -9.2% | +7.7% | -0.3% |
| 3M | -4.5% | -51.0% | +46.6% | +4.9% |
| 6M | +20.9% | +15.8% | +5.1% | +14.3% |
| YTD | +19.9% | +58.9% | -39.0% | +7.9% |
| 1Y | +41.4% | +68.5% | -27.1% | +25.2% |
| 3Y | +239.2% | +485.2% | -246.1% | +143.4% |
| 5Y | +185.0% | +2,005.1% | -1,820.1% | +68.4% |
| 10Y | +655.0% | +7,118.0% | -6,463.0% | +264.5% |
| All | +2,064.0% | +45,687.3% | -43,623.3% | +917.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling