+560.0%
STRL vs GDDY
+30.8%
+529.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.8% | +3.6% | +5.5% |
| 7D | +5.0% | -3.2% | +8.2% | +4.9% |
| 30D | -6.9% | +6.8% | -13.7% | -6.7% |
| 3M | -39.1% | +30.5% | -69.5% | -41.0% |
| 6M | +21.5% | +13.3% | +8.2% | +18.7% |
| YTD | +66.9% | -21.0% | +87.8% | +89.1% |
| 1Y | +61.6% | -34.0% | +95.6% | +101.2% |
| 3Y | +560.0% | +33.1% | +526.9% | +526.2% |
| All | +560.0% | +30.8% | +529.2% | +526.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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