+661.5%
STM vs GPC
+83.6%
+577.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.3% |
| 7D | +5.8% | +1.2% | +4.6% | +5.2% |
| 30D | -1.0% | +6.0% | -7.0% | -3.9% |
| 3M | -33.3% | +42.6% | -75.9% | -45.6% |
| 6M | +57.4% | +22.8% | +34.6% | +38.4% |
| YTD | +102.2% | +15.5% | +86.7% | +81.5% |
| 1Y | +99.6% | +2.0% | +97.6% | +91.3% |
| 3Y | +14.5% | -1.4% | +15.9% | +7.2% |
| 5Y | +21.4% | +30.6% | -9.2% | -4.1% |
| All | +661.5% | +83.6% | +577.9% | +402.3% |
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