-24.4%
STRL vs GAP
-4.6%
-19.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.5% | +11.5% | +14.9% |
| 7D | -13.3% | 0.0% | -13.4% | -13.1% |
| 30D | -43.3% | -4.3% | -39.0% | -43.0% |
| 3M | -46.9% | +9.4% | -56.3% | -46.9% |
| 6M | -65.6% | -3.3% | -62.3% | -65.2% |
| YTD | -5.1% | -10.5% | +5.5% | -3.2% |
| All | -24.4% | -4.6% | -19.8% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling