+239.2%
STRL vs GSK
+63.2%
+176.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.4% |
| 7D | -26.9% | +1.7% | -28.6% | -26.1% |
| 30D | -52.7% | +7.0% | -59.7% | -51.4% |
| 3M | -52.8% | -2.7% | -50.2% | -52.4% |
| 6M | -71.5% | +1.4% | -72.9% | -70.9% |
| YTD | -17.4% | +5.3% | -22.8% | -14.3% |
| 1Y | -35.0% | +10.6% | -45.6% | -31.9% |
| 3Y | +239.2% | +62.6% | +176.6% | +289.8% |
| All | +239.2% | +63.2% | +176.0% | +289.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling