+19,359.6%
STRL vs GAP
+824.3%
+18,535.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.5% | +5.3% | +5.7% |
| 7D | +3.4% | -4.5% | +7.9% | +4.3% |
| 30D | -9.2% | +9.0% | -18.3% | -11.2% |
| 3M | -51.0% | +5.0% | -56.0% | -51.9% |
| 6M | +15.8% | -17.8% | +33.6% | +18.5% |
| YTD | +58.9% | -10.4% | +69.3% | +59.3% |
| 1Y | +68.5% | -3.4% | +71.9% | +66.1% |
| 3Y | +485.2% | +111.5% | +373.7% | +373.2% |
| 5Y | +2,005.1% | +8.8% | +1,996.3% | +1,747.1% |
| 10Y | +7,118.0% | +32.9% | +7,085.1% | +5,589.4% |
| All | +19,359.6% | +824.3% | +18,535.3% | +16,126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling