+2,022.6%
STRL vs GPC
+30.9%
+1,991.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.6% | +5.4% |
| 7D | +3.4% | +1.2% | +2.2% | +3.1% |
| 30D | -9.2% | +6.0% | -15.2% | -10.8% |
| 3M | -51.0% | +42.6% | -93.7% | -57.9% |
| 6M | +15.8% | +22.8% | -7.0% | +5.5% |
| YTD | +58.9% | +15.5% | +43.4% | +47.2% |
| 1Y | +68.5% | +2.0% | +66.5% | +63.9% |
| 3Y | +485.2% | -1.4% | +486.6% | +457.4% |
| All | +2,022.6% | +30.9% | +1,991.6% | +1,458.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling