+463.1%
STM vs GPC
+78.6%
+384.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.3% | +3.9% |
| 7D | +1.4% | -2.1% | +3.5% | +2.6% |
| 30D | -8.4% | -4.5% | -3.8% | -6.6% |
| 3M | -15.8% | -7.7% | -8.1% | -13.0% |
| 6M | -22.8% | +24.3% | -47.1% | -33.1% |
| YTD | +79.4% | +3.5% | +75.9% | +68.9% |
| 1Y | +97.0% | +0.7% | +96.2% | +88.1% |
| 3Y | +14.2% | 0.0% | +14.2% | +4.9% |
| 5Y | -4.5% | +5.8% | -10.3% | -16.3% |
| 10Y | +463.1% | +75.8% | +387.3% | +268.6% |
| All | +463.1% | +78.6% | +384.5% | +268.6% |
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