+68.5%
STRL vs GWRE
-25.4%
+93.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -19.9% | +25.7% | -1.0% |
| 7D | +3.4% | -21.1% | +24.5% | -3.7% |
| 30D | -9.2% | +1.3% | -10.5% | -7.3% |
| 3M | -51.0% | +7.4% | -58.5% | -47.2% |
| 6M | +15.8% | +5.6% | +10.2% | +28.0% |
| YTD | +58.9% | -19.2% | +78.1% | +78.7% |
| 1Y | +68.5% | -25.1% | +93.7% | +90.7% |
| All | +68.5% | -25.4% | +93.9% | +90.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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