-25.9%
STRL vs GD
+9.0%
-34.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -2.6% | -18.9% | -21.0% |
| 7D | -27.1% | +3.0% | -30.0% | -26.9% |
| 30D | -45.8% | +10.5% | -56.3% | -46.3% |
| 3M | -47.6% | -5.0% | -42.7% | -46.4% |
| 6M | -46.4% | +5.5% | -51.9% | -47.1% |
| YTD | -7.4% | +10.3% | -17.7% | -15.6% |
| 1Y | -25.9% | +8.2% | -34.0% | -29.6% |
| All | -25.9% | +9.0% | -34.9% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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