+53.6%
STRL vs GLXY
-40.0%
+93.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.6% |
| 7D | -19.8% | -16.2% | -3.7% | -13.6% |
| 30D | -43.6% | -30.6% | -13.0% | -35.6% |
| 3M | -45.2% | -27.7% | -17.5% | -39.0% |
| 6M | -65.7% | -53.3% | -12.4% | -57.2% |
| YTD | -5.4% | -36.9% | +31.5% | +7.0% |
| 1Y | -24.7% | -55.6% | +30.9% | -8.9% |
| All | +53.6% | -40.0% | +93.5% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 3y: compounded portfolio wealth divided by compounded GLXY 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…
3y analysis · Full analysis span regression · 6 months rolling