-56.1%
STLA vs GPC
+2.6%
-58.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.1% |
| 7D | -4.5% | +1.6% | -6.1% | -4.8% |
| 30D | -3.9% | -2.1% | -1.8% | -3.5% |
| 3M | -20.2% | -6.8% | -13.4% | -18.8% |
| 6M | -42.2% | +18.6% | -60.8% | -44.9% |
| YTD | -59.3% | +2.7% | -62.0% | -65.1% |
| 1Y | -56.1% | +1.8% | -57.8% | -62.9% |
| All | -56.1% | +2.6% | -58.7% | -62.9% |
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