+4,071.1%
STRL vs GWRE
+793.8%
+3,277.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -7.8% | +11.1% | +4.5% |
| 7D | +10.1% | -25.6% | +35.7% | +14.9% |
| 30D | -8.2% | -12.2% | +4.0% | -7.3% |
| 3M | -43.7% | +17.7% | -61.4% | -47.4% |
| 6M | +27.1% | -11.3% | +38.4% | +24.1% |
| YTD | +64.0% | -25.5% | +89.5% | +66.0% |
| 1Y | +75.2% | -42.8% | +118.0% | +90.3% |
| 3Y | +539.9% | +59.0% | +480.9% | +418.8% |
| 5Y | +2,133.0% | +21.6% | +2,111.4% | +1,791.5% |
| 10Y | +7,178.3% | +139.2% | +7,039.1% | +5,134.5% |
| All | +4,071.1% | +793.8% | +3,277.3% | +3,293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling