-25.9%
STRL vs GME
+15.0%
-40.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.6% | -25.0% | -21.8% |
| 7D | -27.1% | +7.8% | -34.8% | -27.8% |
| 30D | -45.8% | -0.4% | -45.4% | -45.6% |
| 3M | -47.6% | +30.9% | -78.5% | -49.8% |
| 6M | -46.4% | +5.5% | -51.9% | -46.0% |
| YTD | -7.4% | +25.2% | -32.6% | -10.0% |
| 1Y | -25.9% | +14.4% | -40.2% | -30.5% |
| All | -25.9% | +15.0% | -40.8% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling