-10.5%
STRL vs GTLB
+3.8%
-14.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.0% | -3.0% |
| 7D | +15.7% | -0.7% | +16.4% | +15.6% |
| 30D | -35.5% | -10.2% | -25.3% | -36.0% |
| 3M | -47.1% | +10.1% | -57.2% | -45.9% |
| 6M | -65.8% | +116.5% | -182.2% | -62.3% |
| YTD | -4.5% | +27.2% | -31.7% | +12.1% |
| 1Y | -10.5% | +8.6% | -19.0% | +9.3% |
| All | -10.5% | +3.8% | -14.2% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling