+96.5%
STM vs GPC
+6.5%
+90.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +1.7% | -7.8% | -6.2% |
| 7D | -6.0% | +4.1% | -10.1% | -6.3% |
| 30D | -20.9% | +0.1% | -21.1% | -21.0% |
| 3M | -15.8% | -3.9% | -11.9% | -15.5% |
| 6M | -17.0% | +24.4% | -41.4% | -23.3% |
| YTD | +76.8% | +5.7% | +71.1% | +63.1% |
| 1Y | +96.5% | +6.8% | +89.7% | +79.0% |
| All | +96.5% | +6.5% | +90.0% | +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 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