+15.4%
STLA vs GPC
+85.6%
-70.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.5% |
| 7D | -4.5% | +1.6% | -6.1% | -5.3% |
| 30D | -3.9% | -2.1% | -1.8% | -3.0% |
| 3M | -20.2% | -6.8% | -13.4% | -17.2% |
| 6M | -42.2% | +18.6% | -60.8% | -48.6% |
| YTD | -59.3% | +2.7% | -62.0% | -61.5% |
| 1Y | -56.1% | +1.8% | -57.8% | -58.2% |
| 3Y | -73.7% | +1.1% | -74.7% | -75.8% |
| 5Y | -70.3% | +4.1% | -74.4% | -73.8% |
| All | +15.4% | +85.6% | -70.2% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling