+504.0%
STRL vs GPC
-1.1%
+505.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.6% | +5.6% |
| 7D | +3.4% | +1.2% | +2.2% | +3.3% |
| 30D | -9.2% | +6.0% | -15.2% | -9.9% |
| 3M | -51.0% | +42.6% | -93.7% | -55.2% |
| 6M | +15.8% | +22.8% | -7.0% | +9.7% |
| YTD | +58.9% | +15.5% | +43.4% | +52.5% |
| 1Y | +68.5% | +2.0% | +66.5% | +66.2% |
| All | +504.0% | -1.1% | +505.1% | +476.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling