+7,285.0%
STRL vs GWRE
+131.0%
+7,154.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.3% |
| 7D | +5.0% | -13.2% | +18.3% | +7.5% |
| 30D | -6.9% | -18.6% | +11.7% | -4.8% |
| 3M | -39.1% | +18.9% | -58.0% | -44.1% |
| 6M | +21.5% | -11.0% | +32.5% | +17.5% |
| YTD | +66.9% | -29.9% | +96.8% | +72.4% |
| 1Y | +61.6% | -44.3% | +106.0% | +80.4% |
| 3Y | +560.0% | +51.7% | +508.3% | +406.0% |
| 5Y | +2,238.9% | +15.4% | +2,223.4% | +1,832.3% |
| All | +7,285.0% | +131.0% | +7,154.0% | +4,963.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling