-26.9%
GPN vs STLA
-66.9%
+40.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +1.9% | +1.8% |
| 7D | -3.5% | -3.8% | +0.3% | -2.5% |
| 30D | +3.1% | -3.1% | +6.3% | +3.8% |
| 3M | +42.3% | -19.6% | +61.9% | +50.0% |
| 6M | +20.9% | -23.5% | +44.4% | +28.4% |
| YTD | +15.2% | -51.5% | +66.7% | +36.5% |
| 1Y | +5.4% | -39.7% | +45.1% | +15.0% |
| All | -26.9% | -66.9% | +40.0% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling