-26.7%
GPN vs STT
+203.8%
-230.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -2.6% |
| 7D | -0.7% | +2.2% | -2.9% | -2.1% |
| 30D | +3.8% | +3.9% | -0.1% | +1.1% |
| 3M | +39.2% | +19.2% | +20.0% | +22.5% |
| 6M | +17.9% | +60.4% | -42.5% | -16.4% |
| YTD | +16.4% | +51.5% | -35.1% | -14.4% |
| 1Y | +3.6% | +76.3% | -72.7% | -32.0% |
| 3Y | -26.7% | +200.7% | -227.4% | -67.1% |
| All | -26.7% | +203.8% | -230.5% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling