+98.3%
STM vs GPC
-0.7%
+99.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +12.0% | +0.4% | +11.6% | +12.0% |
| 30D | -0.4% | -6.3% | +5.9% | +0.2% |
| 3M | -13.2% | -8.2% | -5.0% | -12.6% |
| 6M | -26.1% | +27.1% | -53.2% | -32.6% |
| YTD | +81.2% | +3.1% | +78.1% | +66.4% |
| 1Y | +98.3% | +0.1% | +98.2% | +85.5% |
| All | +98.3% | -0.7% | +99.0% | +85.5% |
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 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