-52.6%
STLA vs GPC
+6.5%
-59.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.7% | +2.1% | +3.4% |
| 7D | -0.6% | +4.1% | -4.8% | -1.6% |
| 30D | +3.6% | +0.1% | +3.4% | +3.5% |
| 3M | -20.6% | -3.9% | -16.8% | -19.9% |
| 6M | -34.3% | +24.4% | -58.7% | -38.3% |
| YTD | -57.3% | +5.7% | -63.0% | -63.8% |
| 1Y | -52.6% | +6.8% | -59.4% | -61.5% |
| All | -52.6% | +6.5% | -59.1% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling