+3,988.2%
STRL vs GSK
+101.6%
+3,886.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +2.4% | +12.6% | +14.6% |
| 7D | -13.3% | +4.9% | -18.3% | -14.1% |
| 30D | -43.3% | +10.8% | -54.2% | -44.6% |
| 3M | -46.9% | -1.8% | -45.1% | -46.9% |
| 6M | -65.6% | +4.1% | -69.7% | -66.3% |
| YTD | -5.1% | +7.9% | -13.0% | -8.1% |
| 1Y | -23.1% | +14.4% | -37.5% | -26.8% |
| 3Y | +346.8% | +68.1% | +278.7% | +257.4% |
| 5Y | +907.2% | +47.7% | +859.5% | +732.9% |
| 10Y | +3,988.2% | +100.5% | +3,887.7% | +3,055.9% |
| All | +3,988.2% | +101.6% | +3,886.6% | +3,055.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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