+2,611.5%
GPN vs STT
+454.8%
+2,156.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | +0.8% | +0.5% | +0.3% | +0.6% |
| 30D | +5.8% | +3.9% | +1.9% | +4.4% |
| 3M | +37.0% | +20.0% | +17.0% | +28.7% |
| 6M | +20.1% | +55.3% | -35.2% | +3.6% |
| YTD | +20.4% | +53.3% | -32.9% | +4.2% |
| 1Y | +7.4% | +74.7% | -67.3% | -10.9% |
| 3Y | -26.1% | +205.8% | -232.0% | -48.6% |
| 5Y | -38.5% | +145.0% | -183.5% | -54.8% |
| 10Y | +28.4% | +266.0% | -237.6% | -18.8% |
| All | +2,611.5% | +454.8% | +2,156.8% | +871.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling