+1,090.6%
STRL vs GGLL
+194.0%
+896.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -19.8% | +5.1% | -24.9% | -21.1% |
| 30D | -43.6% | -35.5% | -8.1% | -37.0% |
| 3M | -45.2% | -39.2% | -6.1% | -38.3% |
| 6M | -65.7% | -54.4% | -11.4% | -58.9% |
| YTD | -5.4% | -29.8% | +24.4% | -0.8% |
| 1Y | -24.7% | -20.4% | -4.3% | -23.7% |
| 3Y | +335.0% | +149.7% | +185.3% | +221.9% |
| All | +1,090.6% | +194.0% | +896.6% | +777.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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