-77.2%
STLA vs GPC
-0.2%
-77.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.7% | -5.3% | -5.8% |
| 7D | -13.1% | -1.3% | -11.8% | -12.6% |
| 30D | -13.3% | -6.0% | -7.2% | -11.2% |
| 3M | -27.9% | -7.6% | -20.2% | -25.7% |
| 6M | -47.8% | +24.2% | -72.1% | -52.9% |
| YTD | -64.6% | +2.7% | -67.3% | -66.2% |
| 1Y | -64.0% | +0.2% | -64.1% | -65.2% |
| All | -77.2% | -0.2% | -77.0% | -79.0% |
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