+0.8%
STLA vs GPC
+78.6%
-77.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.8% | -3.1% |
| 7D | -11.6% | -2.1% | -9.5% | -10.5% |
| 30D | -6.2% | -4.5% | -1.6% | -3.8% |
| 3M | -24.6% | -7.7% | -16.9% | -21.4% |
| 6M | -44.9% | +24.3% | -69.2% | -52.3% |
| YTD | -62.3% | +3.5% | -65.7% | -64.4% |
| 1Y | -61.8% | +0.7% | -62.5% | -63.4% |
| 3Y | -75.3% | 0.0% | -75.3% | -77.2% |
| 5Y | -72.5% | +5.8% | -78.3% | -75.9% |
| 10Y | +0.8% | +75.8% | -75.0% | -36.1% |
| All | +0.8% | +78.6% | -77.8% | -36.1% |
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