+1,757.6%
STRL vs GH
+443.7%
+1,313.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.1% | +3.7% |
| 7D | -26.9% | -15.6% | -11.3% | -24.9% |
| 30D | -52.7% | -10.4% | -42.3% | -51.8% |
| 3M | -52.8% | -4.3% | -48.6% | -52.6% |
| 6M | -71.5% | +63.5% | -135.0% | -73.4% |
| YTD | -17.4% | +47.7% | -65.2% | -22.5% |
| 1Y | -35.0% | +56.7% | -91.7% | -39.4% |
| 3Y | +239.2% | +443.9% | -204.7% | +157.4% |
| 5Y | +830.2% | +36.9% | +793.3% | +681.8% |
| All | +1,757.6% | +443.7% | +1,313.9% | +1,131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling