+1,833.6%
GS vs STRL
+26,597.4%
-24,763.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -21.5% | +25.0% | +6.7% |
| 7D | +0.3% | -27.1% | +27.4% | +4.4% |
| 30D | +3.9% | -45.8% | +49.7% | +12.6% |
| 3M | -11.4% | -47.6% | +36.2% | -3.8% |
| 6M | +3.7% | -46.4% | +50.1% | +9.1% |
| YTD | +7.1% | -7.4% | +14.5% | +3.3% |
| 1Y | +19.7% | -25.9% | +45.5% | +18.7% |
| 3Y | +202.8% | +273.4% | -70.6% | +130.3% |
| 5Y | +156.7% | +944.4% | -787.7% | +66.3% |
| 10Y | +548.7% | +4,023.0% | -3,474.3% | +237.1% |
| All | +1,833.6% | +26,597.4% | -24,763.8% | +873.5% |
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