-20.3%
STRL vs GGLL
-15.6%
-4.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.3% | +0.7% | +3.7% |
| 7D | +7.1% | +2.9% | +4.2% | +6.5% |
| 30D | -39.4% | -33.1% | -6.2% | -32.5% |
| 3M | -43.0% | -31.2% | -11.8% | -37.4% |
| 6M | -65.0% | -49.4% | -15.7% | -57.2% |
| YTD | -0.8% | -26.8% | +26.1% | -2.2% |
| 1Y | -20.3% | -17.7% | -2.6% | -27.5% |
| All | -20.3% | -15.6% | -4.7% | -27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling