+952.8%
STRL vs GPC
+6.4%
+946.4%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.1% |
| 7D | +7.1% | -2.1% | +9.2% | +7.8% |
| 30D | -39.4% | -4.5% | -34.8% | -38.7% |
| 3M | -43.0% | -7.7% | -35.3% | -41.9% |
| 6M | -65.0% | +24.3% | -89.3% | -68.7% |
| YTD | -0.8% | +3.5% | -4.2% | -5.4% |
| 1Y | -20.3% | +0.7% | -21.0% | -23.2% |
| 3Y | +356.5% | 0.0% | +356.5% | +315.6% |
| 5Y | +952.8% | +5.8% | +947.0% | +754.7% |
| All | +952.8% | +6.4% | +946.4% | +754.7% |
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