+1,998.6%
STRL vs GFS
-3.9%
+2,002.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | +10.1% | +2.6% | +7.5% | +8.9% |
| 30D | -8.2% | -16.4% | +8.2% | -1.0% |
| 3M | -43.7% | -41.6% | -2.1% | -29.6% |
| 6M | +27.1% | -3.7% | +30.8% | +34.7% |
| YTD | +64.0% | +29.3% | +34.7% | +58.2% |
| 1Y | +75.2% | +37.1% | +38.0% | +66.4% |
| 3Y | +539.9% | -22.1% | +562.0% | +577.4% |
| All | +1,998.6% | -3.9% | +2,002.6% | +1,999.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling