-25.9%
STRL vs GFS
+15.5%
-41.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -5.9% | -15.5% | -16.7% |
| 7D | -27.1% | -12.5% | -14.5% | -18.1% |
| 30D | -45.8% | -16.9% | -28.9% | -37.1% |
| 3M | -47.6% | -22.3% | -25.4% | -36.4% |
| 6M | -46.4% | -40.2% | -6.2% | -20.7% |
| YTD | -7.4% | +16.0% | -23.3% | -14.9% |
| 1Y | -25.9% | +17.7% | -43.5% | -36.2% |
| All | -25.9% | +15.5% | -41.3% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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