+504.0%
STRL vs GD
+68.4%
+435.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.5% | +6.6% |
| 7D | +3.4% | -5.3% | +8.6% | +6.2% |
| 30D | -9.2% | -6.4% | -2.8% | -6.2% |
| 3M | -51.0% | +5.7% | -56.7% | -53.1% |
| 6M | +15.8% | -0.9% | +16.7% | +15.7% |
| YTD | +58.9% | +8.2% | +50.7% | +48.8% |
| 1Y | +68.5% | +13.4% | +55.1% | +54.1% |
| All | +504.0% | +68.4% | +435.7% | +407.9% |
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