+46.6%
GPN vs STT
+198.3%
-151.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.4% | +4.3% |
| 7D | -5.6% | +4.8% | -10.4% | -7.9% |
| 30D | +13.6% | +3.9% | +9.7% | +11.0% |
| 3M | -2.8% | -8.2% | +5.3% | +1.0% |
| 6M | +38.1% | +15.6% | +22.5% | +26.5% |
| YTD | +19.9% | +37.6% | -17.7% | -0.1% |
| 1Y | +23.4% | +50.1% | -26.7% | -1.9% |
| 3Y | -12.6% | +183.1% | -195.7% | -49.9% |
| 5Y | -26.6% | +104.8% | -131.4% | -52.2% |
| All | +46.6% | +198.3% | -151.7% | -25.3% |
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