+3,988.2%
STRL vs GME
+520.4%
+3,467.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.9% | +13.1% | +14.9% |
| 7D | -13.3% | +5.8% | -19.1% | -13.6% |
| 30D | -43.3% | -3.7% | -39.7% | -43.3% |
| 3M | -46.9% | +33.6% | -80.4% | -47.5% |
| 6M | -65.6% | +5.4% | -71.0% | -65.7% |
| YTD | -5.1% | +27.4% | -32.5% | -6.2% |
| 1Y | -23.1% | +19.0% | -42.1% | -23.8% |
| 3Y | +346.8% | +101.5% | +245.3% | +316.5% |
| 5Y | +907.2% | -50.5% | +957.6% | +863.7% |
| 10Y | +3,988.2% | +493.3% | +3,494.8% | +2,243.6% |
| All | +3,988.2% | +520.4% | +3,467.8% | +2,243.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling