+392.6%
STM vs GPC
+85.6%
+307.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +5.1% |
| 7D | -10.7% | +1.6% | -12.3% | -11.4% |
| 30D | -25.7% | -2.1% | -23.7% | -25.4% |
| 3M | -21.6% | -6.8% | -14.8% | -19.3% |
| 6M | -27.8% | +18.6% | -46.4% | -35.9% |
| YTD | +61.8% | +2.7% | +59.1% | +52.9% |
| 1Y | +78.1% | +1.8% | +76.3% | +69.0% |
| 3Y | +4.9% | +1.1% | +3.8% | -4.3% |
| 5Y | -14.3% | +4.1% | -18.3% | -24.1% |
| All | +392.6% | +85.6% | +307.0% | +238.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling