-24.4%
STRL vs GME
+18.1%
-42.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +1.9% | +13.1% | +14.7% |
| 7D | -13.3% | +5.8% | -19.1% | -13.9% |
| 30D | -43.3% | -3.7% | -39.7% | -42.8% |
| 3M | -46.9% | +33.6% | -80.4% | -49.0% |
| 6M | -65.6% | +5.4% | -71.0% | -65.4% |
| YTD | -5.1% | +27.4% | -32.5% | -6.7% |
| All | -24.4% | +18.1% | -42.5% | -30.0% |
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