+560.0%
STRL vs GWRE
+50.1%
+509.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.6% | +4.8% | +5.4% |
| 7D | +5.0% | -13.2% | +18.3% | +4.6% |
| 30D | -6.9% | -18.6% | +11.7% | -7.6% |
| 3M | -39.1% | +18.9% | -58.0% | -41.2% |
| 6M | +21.5% | -11.0% | +32.5% | +21.9% |
| YTD | +66.9% | -29.9% | +96.8% | +80.8% |
| 1Y | +61.6% | -44.3% | +106.0% | +90.6% |
| 3Y | +560.0% | +51.7% | +508.3% | +390.3% |
| All | +560.0% | +50.1% | +509.9% | +390.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling