-25.9%
STRL vs GPN
+20.6%
-46.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -1.9% | -19.5% | -22.1% |
| 7D | -27.1% | +15.0% | -42.1% | -22.9% |
| 30D | -45.8% | +16.9% | -62.7% | -42.3% |
| 3M | -47.6% | +9.2% | -56.8% | -45.4% |
| 6M | -46.4% | +34.7% | -81.2% | -40.8% |
| YTD | -7.4% | +25.4% | -32.8% | +1.9% |
| 1Y | -25.9% | +21.7% | -47.6% | -18.2% |
| All | -25.9% | +20.6% | -46.5% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling