+227.8%
STRL vs GD
+55.3%
+172.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.3% | -11.5% | -12.5% |
| 7D | -34.6% | -3.9% | -30.7% | -32.8% |
| 30D | -56.7% | +8.1% | -64.7% | -58.3% |
| 3M | -54.4% | -6.8% | -47.6% | -52.4% |
| 6M | -69.7% | +3.0% | -72.7% | -70.6% |
| YTD | -20.2% | +7.8% | -28.0% | -25.8% |
| 1Y | -40.6% | +5.8% | -46.4% | -43.6% |
| All | +227.8% | +55.3% | +172.5% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling