+3,786.6%
STRL vs GAP
+2.4%
+3,784.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | +23.4% | -5.2% | +28.6% | +25.3% |
| 30D | -39.5% | -6.9% | -32.6% | -38.6% |
| 3M | -45.1% | +5.7% | -50.8% | -46.7% |
| 6M | -64.6% | +0.9% | -65.5% | -65.6% |
| YTD | -1.5% | -14.5% | +13.0% | -0.7% |
| 1Y | -20.8% | -12.1% | -8.7% | -21.1% |
| 3Y | +353.1% | +72.2% | +281.0% | +234.5% |
| 5Y | +942.9% | +4.5% | +938.3% | +739.8% |
| All | +3,786.6% | +2.4% | +3,784.2% | +2,542.0% |
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