-25.9%
STRL vs GPC
+6.5%
-32.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +1.7% | -23.2% | -21.3% |
| 7D | -27.1% | +4.1% | -31.2% | -26.8% |
| 30D | -45.8% | +0.1% | -45.9% | -45.7% |
| 3M | -47.6% | -3.9% | -43.7% | -47.7% |
| 6M | -46.4% | +24.4% | -70.8% | -50.3% |
| YTD | -7.4% | +5.7% | -13.1% | -10.3% |
| 1Y | -25.9% | +6.8% | -32.6% | -23.9% |
| All | -25.9% | +6.5% | -32.3% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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