+1,161.4%
STRL vs GTLB
-49.4%
+1,210.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -3.2% |
| 7D | +15.7% | -0.7% | +16.4% | +15.7% |
| 30D | -35.5% | -10.2% | -25.3% | -34.6% |
| 3M | -47.1% | +10.1% | -57.2% | -47.9% |
| 6M | -65.8% | +116.5% | -182.2% | -69.2% |
| YTD | -4.5% | +27.2% | -31.7% | -8.8% |
| 1Y | -10.5% | +8.6% | -19.0% | -12.5% |
| 3Y | +340.6% | +5.6% | +335.0% | +326.6% |
| 5Y | +911.0% | -61.8% | +972.8% | +906.4% |
| All | +1,161.4% | -49.4% | +1,210.7% | +1,146.7% |
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