+21.7%
GPN vs STT
+53.6%
-31.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.7% |
| 7D | +15.0% | -0.1% | +15.1% | +14.9% |
| 30D | +16.9% | -1.7% | +18.6% | +17.6% |
| 3M | +9.2% | -6.4% | +15.6% | +11.7% |
| 6M | +34.7% | +17.7% | +17.0% | +20.6% |
| YTD | +25.4% | +36.9% | -11.5% | +0.2% |
| 1Y | +21.7% | +52.0% | -30.3% | -9.5% |
| All | +21.7% | +53.6% | -31.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 1y: compounded portfolio wealth divided by compounded STT 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…
1y analysis · Full analysis span regression · 6 months rolling