+68.5%
STRL vs GPC
+0.2%
+68.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.4% | +5.8% |
| 7D | +3.4% | +0.4% | +3.0% | +3.4% |
| 30D | -9.2% | +5.1% | -14.4% | -8.9% |
| 3M | -51.0% | +41.5% | -92.6% | -55.3% |
| 6M | +15.8% | +21.8% | -6.0% | +9.9% |
| YTD | +58.9% | +14.6% | +44.3% | +56.1% |
| 1Y | +68.5% | +1.3% | +67.3% | +74.9% |
| All | +68.5% | +0.2% | +68.3% | +74.9% |
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