-10.5%
STRL vs GGLL
-11.0%
+0.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.1% | -0.9% | -2.5% |
| 7D | +15.7% | +7.7% | +8.0% | +13.5% |
| 30D | -35.5% | -30.2% | -5.2% | -29.5% |
| 3M | -47.1% | -31.3% | -15.9% | -42.3% |
| 6M | -65.8% | -52.1% | -13.7% | -57.3% |
| YTD | -4.5% | -25.9% | +21.3% | -5.8% |
| 1Y | -10.5% | -8.5% | -2.0% | -18.5% |
| All | -10.5% | -11.0% | +0.6% | -18.5% |
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