+61.6%
STRL vs GFI
+26.4%
+35.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.3% | +6.7% | +5.9% |
| 7D | +5.0% | -4.9% | +9.9% | +7.1% |
| 30D | -6.9% | +10.7% | -17.6% | -11.2% |
| 3M | -39.1% | +25.6% | -64.7% | -46.0% |
| 6M | +21.5% | -8.3% | +29.8% | +22.2% |
| YTD | +66.9% | +6.3% | +60.6% | +56.9% |
| 1Y | +61.6% | +22.1% | +39.6% | +37.8% |
| All | +61.6% | +26.4% | +35.2% | +37.8% |
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