+19,359.6%
STRL vs GPC
+2,060.0%
+17,299.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.6% | +5.2% |
| 7D | +3.4% | +1.2% | +2.2% | +2.8% |
| 30D | -9.2% | +6.0% | -15.2% | -11.9% |
| 3M | -51.0% | +42.6% | -93.7% | -60.2% |
| 6M | +15.8% | +22.8% | -7.0% | +1.3% |
| YTD | +58.9% | +15.5% | +43.4% | +42.1% |
| 1Y | +68.5% | +2.0% | +66.5% | +59.9% |
| 3Y | +485.2% | -1.4% | +486.6% | +437.0% |
| 5Y | +2,005.1% | +30.6% | +1,974.5% | +1,559.8% |
| 10Y | +7,118.0% | +80.6% | +7,037.3% | +4,653.9% |
| All | +19,359.6% | +2,060.0% | +17,299.6% | +7,440.2% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling