+6,906.6%
STRL vs GPN
+28.6%
+6,878.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.7% |
| 7D | +5.4% | -3.5% | +8.9% | +6.7% |
| 30D | -9.0% | +3.1% | -12.1% | -10.3% |
| 3M | -37.1% | +42.3% | -79.3% | -46.3% |
| 6M | +17.8% | +20.9% | -3.1% | +5.7% |
| YTD | +58.3% | +15.2% | +43.1% | +42.2% |
| 1Y | +61.0% | +5.4% | +55.6% | +49.8% |
| 3Y | +517.8% | -27.4% | +545.2% | +561.2% |
| 5Y | +2,119.0% | -44.2% | +2,163.2% | +2,488.5% |
| All | +6,906.6% | +28.6% | +6,878.1% | +7,047.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling