+3,474.5%
STRL vs GH
+481.7%
+2,992.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.5% | +5.7% |
| 7D | +3.4% | -0.1% | +3.4% | +3.4% |
| 30D | -9.2% | -1.1% | -8.2% | -9.2% |
| 3M | -51.0% | +21.3% | -72.4% | -52.5% |
| 6M | +15.8% | +73.5% | -57.8% | +6.6% |
| YTD | +58.9% | +58.0% | +0.8% | +47.7% |
| 1Y | +68.5% | +163.1% | -94.5% | +45.2% |
| 3Y | +485.2% | +361.0% | +124.2% | +351.5% |
| 5Y | +2,005.1% | +22.5% | +1,982.6% | +1,682.8% |
| All | +3,474.5% | +481.7% | +2,992.8% | +2,247.7% |
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 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