+1,900.4%
STRL vs GGLL
+328.7%
+1,571.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +6.4% |
| 7D | +3.4% | -4.8% | +8.2% | +4.7% |
| 30D | -9.2% | -13.7% | +4.4% | -5.9% |
| 3M | -51.0% | -21.9% | -29.2% | -48.6% |
| 6M | +15.8% | +11.7% | +4.1% | +9.0% |
| YTD | +58.9% | +2.3% | +56.6% | +52.5% |
| 1Y | +68.5% | +76.2% | -7.7% | +39.8% |
| 3Y | +485.2% | +245.0% | +240.2% | +298.5% |
| All | +1,900.4% | +328.7% | +1,571.7% | +1,249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling