+32,332.7%
STRL vs GME
+1,082.6%
+31,250.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.8% |
| 7D | +3.4% | +7.2% | -3.8% | +2.9% |
| 30D | -9.2% | +0.8% | -10.0% | -9.3% |
| 3M | -51.0% | -14.0% | -37.1% | -50.6% |
| 6M | +15.8% | -19.7% | +35.5% | +17.4% |
| YTD | +58.9% | -4.6% | +63.4% | +59.0% |
| 1Y | +68.5% | -14.3% | +82.9% | +69.9% |
| 3Y | +485.2% | +4.0% | +481.2% | +433.8% |
| 5Y | +2,005.1% | -62.2% | +2,067.3% | +1,874.2% |
| 10Y | +7,118.0% | +241.4% | +6,876.6% | +2,881.0% |
| All | +32,332.7% | +1,082.6% | +31,250.0% | +10,653.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling