+7,178.3%
STRL vs GME
+237.1%
+6,941.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.4% | +4.6% | +3.3% |
| 7D | +10.1% | +0.4% | +9.7% | +10.1% |
| 30D | -8.2% | -1.4% | -6.8% | -8.1% |
| 3M | -43.7% | -15.1% | -28.6% | -43.4% |
| 6M | +27.1% | -22.5% | +49.6% | +28.3% |
| YTD | +64.0% | -5.9% | +69.9% | +64.2% |
| 1Y | +75.2% | -18.6% | +93.8% | +76.4% |
| 3Y | +539.9% | +6.7% | +533.2% | +511.2% |
| 5Y | +2,133.0% | -62.0% | +2,195.0% | +2,061.1% |
| 10Y | +7,178.3% | +239.5% | +6,938.8% | +4,428.8% |
| All | +7,178.3% | +237.1% | +6,941.1% | +4,428.8% |
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