+2,066.5%
STRL vs GTLB
-50.0%
+2,116.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.4% | +8.6% | +3.8% |
| 7D | +10.1% | +4.6% | +5.5% | +9.4% |
| 30D | -8.2% | +21.0% | -29.2% | -10.5% |
| 3M | -43.7% | +51.7% | -95.4% | -46.8% |
| 6M | +27.1% | +89.3% | -62.2% | +15.5% |
| YTD | +64.0% | +25.6% | +38.4% | +57.0% |
| 1Y | +75.2% | -1.5% | +76.7% | +73.6% |
| 3Y | +539.9% | -9.9% | +549.8% | +528.9% |
| All | +2,066.5% | -50.0% | +2,116.5% | +2,045.7% |
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