-61.7%
STLA vs GPC
+30.9%
-92.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.7% |
| 7D | +2.6% | +1.2% | +1.4% | +2.0% |
| 30D | -1.2% | +6.0% | -7.2% | -4.0% |
| 3M | -24.8% | +42.6% | -67.4% | -37.9% |
| 6M | -25.6% | +22.8% | -48.3% | -33.7% |
| YTD | -48.9% | +15.5% | -64.4% | -54.1% |
| 1Y | -38.8% | +2.0% | -40.8% | -40.9% |
| 3Y | -64.5% | -1.4% | -63.1% | -66.6% |
| All | -61.7% | +30.9% | -92.6% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling