+239.2%
STRL vs GTLB
+12.7%
+226.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.3% | +3.7% |
| 7D | -26.9% | -11.1% | -15.8% | -25.6% |
| 30D | -52.7% | -7.5% | -45.2% | -52.1% |
| 3M | -52.8% | +34.8% | -87.6% | -55.0% |
| 6M | -71.5% | +98.0% | -169.5% | -74.8% |
| YTD | -17.4% | +28.1% | -45.6% | -20.5% |
| 1Y | -35.0% | +5.6% | -40.5% | -34.1% |
| 3Y | +239.2% | +15.9% | +223.3% | +298.0% |
| All | +239.2% | +12.7% | +226.5% | +298.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling