+25.3%
GPN vs STLA
+55.1%
-29.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.1% |
| 7D | -4.6% | -2.9% | -1.7% | -3.6% |
| 30D | -0.3% | +0.9% | -1.2% | -0.9% |
| 3M | +35.4% | -21.6% | +57.1% | +46.5% |
| 6M | +21.7% | -21.6% | +43.3% | +30.7% |
| YTD | +14.9% | -50.4% | +65.3% | +42.1% |
| 1Y | +3.2% | -43.6% | +46.8% | +20.2% |
| 3Y | -27.1% | -66.4% | +39.3% | -2.1% |
| 5Y | -44.4% | -62.3% | +17.9% | -31.0% |
| All | +25.3% | +55.1% | -29.7% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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