+25.2%
GPN vs STT
+262.1%
-236.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -6.2% | +1.0% | -7.2% | -6.7% |
| 30D | +1.0% | +2.8% | -1.8% | -0.5% |
| 3M | +36.9% | +18.1% | +18.8% | +24.8% |
| 6M | +16.8% | +59.2% | -42.4% | -9.3% |
| YTD | +13.2% | +51.5% | -38.2% | -9.8% |
| 1Y | +1.4% | +75.7% | -74.2% | -25.3% |
| 3Y | -28.6% | +200.8% | -229.4% | -60.2% |
| 5Y | -47.0% | +155.8% | -202.8% | -69.0% |
| 10Y | +25.2% | +266.4% | -241.2% | -44.3% |
| All | +25.2% | +262.1% | -236.9% | -44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling