+19,359.6%
STRL vs GFI
+727.8%
+18,631.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.6% | +7.3% | +5.8% |
| 7D | +3.4% | +3.1% | +0.3% | +3.2% |
| 30D | -9.2% | +27.1% | -36.4% | -10.6% |
| 3M | -51.0% | +21.2% | -72.2% | -51.7% |
| 6M | +15.8% | -4.5% | +20.3% | +15.8% |
| YTD | +58.9% | +11.7% | +47.1% | +57.5% |
| 1Y | +68.5% | +46.0% | +22.5% | +64.8% |
| 3Y | +485.2% | +309.6% | +175.7% | +439.9% |
| 5Y | +2,005.1% | +506.0% | +1,499.1% | +1,783.1% |
| 10Y | +7,118.0% | +1,009.2% | +6,108.7% | +5,940.7% |
| All | +19,359.6% | +727.8% | +18,631.8% | +18,702.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling