+2,125.4%
STRL vs GPN
-46.4%
+2,171.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.7% |
| 7D | +8.2% | -6.2% | +14.4% | +9.9% |
| 30D | -6.3% | +1.0% | -7.3% | -6.8% |
| 3M | -41.2% | +36.9% | -78.1% | -47.3% |
| 6M | +20.4% | +16.8% | +3.6% | +12.2% |
| YTD | +61.7% | +13.2% | +48.5% | +50.4% |
| 1Y | +72.7% | +1.4% | +71.3% | +67.2% |
| 3Y | +530.9% | -28.6% | +559.6% | +590.2% |
| 5Y | +2,125.4% | -47.0% | +2,172.4% | +2,539.0% |
| All | +2,125.4% | -46.4% | +2,171.8% | +2,539.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling