+2,027.6%
STRL vs GH
+459.8%
+1,567.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -19.8% | -11.2% | -8.6% | -18.2% |
| 30D | -43.6% | -7.2% | -36.3% | -42.7% |
| 3M | -45.2% | -7.1% | -38.1% | -44.6% |
| 6M | -65.7% | +62.3% | -128.1% | -68.1% |
| YTD | -5.4% | +52.1% | -57.5% | -11.5% |
| 1Y | -24.7% | +58.6% | -83.3% | -29.9% |
| 3Y | +335.0% | +619.9% | -284.8% | +219.2% |
| 5Y | +915.3% | +49.7% | +865.6% | +744.8% |
| All | +2,027.6% | +459.8% | +1,567.7% | +1,305.7% |
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