+1,998.7%
STRL vs GTLB
-47.1%
+2,045.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.1% | +4.7% | +5.6% |
| 7D | +3.4% | +11.1% | -7.7% | +2.1% |
| 30D | -9.2% | +37.8% | -47.0% | -12.8% |
| 3M | -51.0% | +61.6% | -112.6% | -54.1% |
| 6M | +15.8% | +98.9% | -83.2% | +4.6% |
| YTD | +58.9% | +32.8% | +26.1% | +51.2% |
| 1Y | +68.5% | +14.7% | +53.9% | +63.8% |
| 3Y | +485.2% | +1.3% | +483.9% | +468.3% |
| All | +1,998.7% | -47.1% | +2,045.9% | +1,966.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling