+7,178.3%
STRL vs GAP
+34.2%
+7,144.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | +10.1% | +1.7% | +8.4% | +9.6% |
| 30D | -8.2% | +9.3% | -17.5% | -11.3% |
| 3M | -43.7% | +6.1% | -49.8% | -45.5% |
| 6M | +27.1% | -2.3% | +29.4% | +25.4% |
| YTD | +64.0% | -10.6% | +74.6% | +64.4% |
| 1Y | +75.2% | -4.4% | +79.6% | +71.3% |
| 3Y | +539.9% | +118.3% | +421.6% | +339.3% |
| 5Y | +2,133.0% | +12.2% | +2,120.8% | +1,669.4% |
| 10Y | +7,178.3% | +33.7% | +7,144.5% | +4,745.1% |
| All | +7,178.3% | +34.2% | +7,144.1% | +4,745.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling