+20.4%
STRL vs GDDY
+0.3%
+20.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -0.8% |
| 7D | +8.2% | -8.1% | +16.3% | +2.2% |
| 30D | -6.3% | +2.3% | -8.6% | -3.4% |
| 3M | -41.2% | +14.7% | -55.9% | -29.6% |
| 6M | +20.4% | +2.1% | +18.3% | +38.5% |
| All | +20.4% | +0.3% | +20.1% | +38.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling