-65.6%
STLA vs GPC
-2.2%
-63.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.1% | -1.9% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | -2.4% | -0.4% | -2.0% | -2.2% |
| 3M | -23.9% | +39.2% | -63.1% | -34.0% |
| 6M | -24.6% | +18.2% | -42.8% | -30.1% |
| YTD | -50.5% | +12.1% | -62.6% | -54.2% |
| 1Y | -39.8% | -0.7% | -39.2% | -41.0% |
| 3Y | -65.6% | -1.7% | -63.9% | -67.9% |
| All | -65.6% | -2.2% | -63.4% | -67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling