-25.9%
STRL vs GFI
+6.9%
-32.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.3% | -27.8% | -24.0% |
| 7D | -27.1% | +1.4% | -28.5% | -27.9% |
| 30D | -45.8% | +3.0% | -48.8% | -46.7% |
| 3M | -47.6% | +10.2% | -57.8% | -51.1% |
| 6M | -46.4% | -10.1% | -36.4% | -45.4% |
| YTD | -7.4% | -11.4% | +4.0% | -10.2% |
| 1Y | -25.9% | +8.4% | -34.3% | -39.5% |
| All | -25.9% | +6.9% | -32.8% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling