-29.6%
GPN vs STT
+105.9%
-135.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.3% | -11.7% | -11.9% |
| 7D | -7.1% | +5.1% | -12.3% | -9.7% |
| 30D | +7.7% | -0.2% | +7.9% | +7.4% |
| 3M | -0.1% | -8.1% | +8.0% | +4.3% |
| 6M | +29.4% | +16.6% | +12.8% | +16.5% |
| YTD | +15.1% | +37.8% | -22.8% | -6.7% |
| 1Y | +15.4% | +46.8% | -31.4% | -9.9% |
| 3Y | -16.5% | +181.2% | -197.7% | -55.1% |
| 5Y | -29.6% | +105.1% | -134.7% | -58.5% |
| All | -29.6% | +105.9% | -135.5% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling