+2,048.3%
STRL vs GH
+446.7%
+1,601.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.0% | -2.8% |
| 7D | +15.7% | +0.6% | +15.1% | +15.7% |
| 30D | -35.5% | -6.9% | -28.5% | -34.5% |
| 3M | -47.1% | -4.9% | -42.2% | -46.7% |
| 6M | -65.8% | +54.1% | -119.8% | -67.9% |
| YTD | -4.5% | +48.5% | -53.0% | -10.4% |
| 1Y | -10.5% | +61.2% | -71.6% | -16.9% |
| 3Y | +340.6% | +570.3% | -229.7% | +226.4% |
| 5Y | +911.0% | +46.1% | +864.9% | +744.2% |
| All | +2,048.3% | +446.7% | +1,601.7% | +1,324.3% |
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