+515.0%
STRL vs GME
+0.2%
+514.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.8% |
| 7D | +3.4% | +7.2% | -3.8% | +3.0% |
| 30D | -9.2% | +0.8% | -10.0% | -9.3% |
| 3M | -51.0% | -14.0% | -37.1% | -50.7% |
| 6M | +15.8% | -19.7% | +35.5% | +17.1% |
| YTD | +58.9% | -4.6% | +63.4% | +59.1% |
| 1Y | +68.5% | -14.3% | +82.9% | +69.7% |
| All | +515.0% | +0.2% | +514.9% | +525.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling