+3,667.8%
STRL vs GPC
+85.6%
+3,582.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.1% |
| 7D | -26.9% | +1.6% | -28.5% | -27.6% |
| 30D | -52.7% | -2.1% | -50.6% | -52.5% |
| 3M | -52.8% | -6.8% | -46.0% | -51.6% |
| 6M | -71.5% | +18.6% | -90.1% | -75.2% |
| YTD | -17.4% | +2.7% | -20.1% | -23.0% |
| 1Y | -35.0% | +1.8% | -36.7% | -39.1% |
| 3Y | +239.2% | +1.1% | +238.2% | +197.5% |
| 5Y | +830.2% | +4.1% | +826.1% | +682.2% |
| All | +3,667.8% | +85.6% | +3,582.2% | +1,965.1% |
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