+394.1%
GPN vs STLA
+263.8%
+130.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.4% | +0.5% |
| 7D | +0.8% | +2.6% | -1.8% | +0.1% |
| 30D | +5.8% | -1.2% | +7.0% | +5.9% |
| 3M | +37.0% | -24.8% | +61.8% | +46.3% |
| 6M | +20.1% | -25.6% | +45.7% | +28.1% |
| YTD | +20.4% | -48.9% | +69.4% | +39.0% |
| 1Y | +7.4% | -38.8% | +46.2% | +17.5% |
| 3Y | -26.1% | -64.5% | +38.4% | -10.0% |
| 5Y | -38.5% | -62.4% | +23.9% | -27.5% |
| 10Y | +28.4% | +55.4% | -27.0% | +14.4% |
| All | +394.1% | +263.8% | +130.3% | +313.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling