+1,969.2%
STRL vs GFS
-2.1%
+1,971.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -2.2% |
| 7D | +8.2% | +4.5% | +3.7% | +6.3% |
| 30D | -6.3% | -8.2% | +1.9% | -2.8% |
| 3M | -41.2% | -38.9% | -2.3% | -27.8% |
| 6M | +20.4% | -2.9% | +23.2% | +27.0% |
| YTD | +61.7% | +31.8% | +29.9% | +54.7% |
| 1Y | +72.7% | +43.1% | +29.6% | +61.7% |
| 3Y | +530.9% | -20.6% | +551.6% | +562.6% |
| All | +1,969.2% | -2.1% | +1,971.3% | +1,953.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling