+3,589.9%
STRL vs GH
+480.1%
+3,109.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | +10.1% | -2.1% | +12.2% | +10.4% |
| 30D | -8.2% | -4.5% | -3.7% | -7.6% |
| 3M | -43.7% | +28.9% | -72.6% | -45.8% |
| 6M | +27.1% | +76.5% | -49.4% | +16.8% |
| YTD | +64.0% | +57.6% | +6.4% | +52.6% |
| 1Y | +75.2% | +167.5% | -92.4% | +50.6% |
| 3Y | +539.9% | +377.4% | +162.5% | +391.8% |
| 5Y | +2,133.0% | +23.8% | +2,109.2% | +1,788.9% |
| All | +3,589.9% | +480.1% | +3,109.8% | +2,324.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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