+3,667.9%
STRL vs GFI
+1,288.5%
+2,379.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +15.7% | -8.7% | +24.4% | +16.4% |
| 30D | -35.5% | +0.6% | -36.1% | -35.6% |
| 3M | -47.1% | -7.5% | -39.7% | -46.9% |
| 6M | -65.8% | -18.3% | -47.4% | -65.5% |
| YTD | -4.5% | -13.8% | +9.3% | -3.7% |
| 1Y | -10.5% | -8.8% | -1.6% | -9.9% |
| 3Y | +340.6% | +215.8% | +124.8% | +337.1% |
| 5Y | +911.0% | +301.2% | +609.8% | +901.0% |
| All | +3,667.9% | +1,288.5% | +2,379.4% | +4,277.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling