+3,877.5%
STRL vs GPC
+85.0%
+3,792.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | 0.0% |
| 7D | -19.8% | +0.4% | -20.2% | -20.0% |
| 30D | -43.6% | -1.8% | -41.7% | -43.3% |
| 3M | -45.2% | -6.6% | -38.6% | -43.7% |
| 6M | -65.7% | +21.3% | -87.0% | -70.5% |
| YTD | -5.4% | +4.3% | -9.7% | -12.3% |
| 1Y | -24.7% | +3.3% | -27.9% | -29.9% |
| 3Y | +335.0% | +0.8% | +334.3% | +284.9% |
| 5Y | +915.3% | +7.4% | +907.9% | +740.1% |
| 10Y | +3,877.5% | +79.2% | +3,798.2% | +2,138.0% |
| All | +3,877.5% | +85.0% | +3,792.5% | +2,138.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling