-47.0%
GPN vs STLA
-63.2%
+16.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.1% |
| 7D | -6.2% | +0.4% | -6.6% | -6.4% |
| 30D | +1.0% | -5.2% | +6.2% | +2.5% |
| 3M | +36.9% | -24.9% | +61.8% | +49.4% |
| 6M | +16.8% | -25.2% | +42.0% | +26.8% |
| YTD | +13.2% | -51.4% | +64.7% | +39.7% |
| 1Y | +1.4% | -40.7% | +42.1% | +14.3% |
| 3Y | -28.6% | -66.3% | +37.6% | -6.8% |
| 5Y | -47.0% | -63.2% | +16.3% | -38.4% |
| All | -47.0% | -63.2% | +16.2% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling