+11,595.6%
STRL vs GFI
+538.7%
+11,056.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | +15.7% | -8.7% | +24.4% | +16.3% |
| 30D | -35.5% | +0.6% | -36.1% | -35.6% |
| 3M | -47.1% | -7.5% | -39.7% | -47.0% |
| 6M | -65.8% | -18.3% | -47.4% | -65.5% |
| YTD | -4.5% | -13.8% | +9.3% | -3.9% |
| 1Y | -10.5% | -8.8% | -1.6% | -10.2% |
| 3Y | +340.6% | +215.8% | +124.8% | +312.7% |
| 5Y | +911.0% | +301.2% | +609.8% | +824.5% |
| 10Y | +3,727.1% | +1,284.4% | +2,442.7% | +3,067.2% |
| All | +11,595.6% | +538.7% | +11,056.9% | +11,367.0% |
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