+3,786.6%
STRL vs GME
+470.0%
+3,316.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | +23.4% | +6.0% | +17.4% | +23.2% |
| 30D | -39.5% | -5.9% | -33.6% | -39.4% |
| 3M | -45.1% | +38.2% | -83.2% | -45.8% |
| 6M | -64.6% | +14.5% | -79.1% | -64.8% |
| YTD | -1.5% | +27.6% | -29.1% | -2.7% |
| 1Y | -20.8% | +19.9% | -40.7% | -21.6% |
| 3Y | +353.1% | +104.3% | +248.8% | +322.2% |
| 5Y | +942.9% | -49.3% | +992.2% | +897.3% |
| All | +3,786.6% | +470.0% | +3,316.6% | +2,115.9% |
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