+239.2%
STRL vs GGLL
+154.9%
+84.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.1% |
| 7D | -26.9% | +3.1% | -30.0% | -27.9% |
| 30D | -52.7% | -36.3% | -16.3% | -46.3% |
| 3M | -52.8% | -40.4% | -12.5% | -45.9% |
| 6M | -71.5% | -54.6% | -16.9% | -64.9% |
| YTD | -17.4% | -31.1% | +13.7% | -13.0% |
| 1Y | -35.0% | -19.2% | -15.8% | -35.0% |
| 3Y | +239.2% | +151.5% | +87.7% | +144.7% |
| All | +239.2% | +154.9% | +84.3% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling