+46.6%
GPN vs STLA
-4.1%
+50.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.6% |
| 7D | -5.6% | -13.8% | +8.1% | -0.5% |
| 30D | +13.6% | -10.5% | +24.1% | +17.7% |
| 3M | -2.8% | -28.9% | +26.0% | +8.3% |
| 6M | +38.1% | -49.7% | +87.8% | +73.3% |
| YTD | +19.9% | -64.9% | +84.8% | +66.7% |
| 1Y | +23.4% | -64.0% | +87.4% | +69.3% |
| 3Y | -12.6% | -77.4% | +64.8% | +35.1% |
| 5Y | -26.6% | -74.4% | +47.8% | +4.0% |
| All | +46.6% | -4.1% | +50.7% | +23.9% |
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