+340.6%
STRL vs GFI
+214.8%
+125.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | +15.7% | -8.7% | +24.4% | +18.1% |
| 30D | -35.5% | +0.6% | -36.1% | -35.8% |
| 3M | -47.1% | -7.5% | -39.7% | -46.6% |
| 6M | -65.8% | -18.3% | -47.4% | -64.7% |
| YTD | -4.5% | -13.8% | +9.3% | -2.4% |
| 1Y | -10.5% | -8.8% | -1.6% | -9.2% |
| 3Y | +340.6% | +215.8% | +124.8% | +329.2% |
| All | +340.6% | +214.8% | +125.8% | +329.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling