+354.5%
STRL vs GFS
-16.8%
+371.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | +23.4% | +17.2% | +6.2% | +12.7% |
| 30D | -39.5% | -8.7% | -30.8% | -35.7% |
| 3M | -45.1% | -19.7% | -25.4% | -37.3% |
| 6M | -64.6% | -40.7% | -23.9% | -52.6% |
| YTD | -1.5% | +22.5% | -24.0% | -2.2% |
| 1Y | -20.8% | +25.2% | -46.0% | -21.9% |
| All | +354.5% | -16.8% | +371.3% | +388.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling