+1,154.0%
STRL vs GTLB
-50.0%
+1,204.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | -2.0% | +17.0% | +15.2% |
| 7D | -13.3% | -9.6% | -3.8% | -12.3% |
| 30D | -43.3% | -14.5% | -28.9% | -42.3% |
| 3M | -46.9% | +20.9% | -67.8% | -48.2% |
| 6M | -65.6% | +81.4% | -147.0% | -68.4% |
| YTD | -5.1% | +25.6% | -30.6% | -9.2% |
| 1Y | -23.1% | +3.4% | -26.5% | -24.3% |
| 3Y | +346.8% | +8.9% | +337.9% | +331.5% |
| 5Y | +907.2% | -64.0% | +971.2% | +905.5% |
| All | +1,154.0% | -50.0% | +1,204.0% | +1,141.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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