+784.6%
STRL vs GD
+94.5%
+690.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.1% | +3.8% |
| 7D | -26.9% | -5.0% | -21.9% | -24.5% |
| 30D | -52.7% | +8.9% | -61.6% | -54.7% |
| 3M | -52.8% | -8.0% | -44.8% | -50.6% |
| 6M | -71.5% | +2.9% | -74.4% | -72.2% |
| YTD | -17.4% | +7.1% | -24.5% | -22.2% |
| 1Y | -35.0% | +5.9% | -40.9% | -38.1% |
| 3Y | +239.2% | +53.9% | +185.4% | +159.8% |
| All | +784.6% | +94.5% | +690.1% | +455.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling