+937.9%
STRL vs GPN
-27.3%
+965.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.2% | -7.3% | -4.0% |
| 7D | +15.7% | -5.6% | +21.3% | +16.8% |
| 30D | -35.5% | +13.6% | -49.1% | -37.7% |
| 3M | -47.1% | -2.8% | -44.3% | -47.2% |
| 6M | -65.8% | +38.1% | -103.8% | -69.6% |
| YTD | -4.5% | +19.9% | -24.4% | -13.0% |
| 1Y | -10.5% | +23.4% | -33.9% | -19.6% |
| 3Y | +340.6% | -12.6% | +353.3% | +345.6% |
| All | +937.9% | -27.3% | +965.3% | +970.3% |
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