-37.9%
STLA vs GPC
+2.9%
-40.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.0% |
| 7D | +2.6% | +1.2% | +1.4% | +2.2% |
| 30D | -1.2% | +6.0% | -7.2% | -2.9% |
| 3M | -24.8% | +42.6% | -67.4% | -33.1% |
| 6M | -25.6% | +22.8% | -48.3% | -30.7% |
| YTD | -48.9% | +15.5% | -64.4% | -57.2% |
| All | -37.9% | +2.9% | -40.8% | -39.8% |
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