-27.8%
STM vs GPC
+18.2%
-46.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.3% | +5.7% | +4.2% |
| 7D | -10.7% | +1.6% | -12.3% | -10.4% |
| 30D | -25.7% | -2.1% | -23.7% | -25.9% |
| 3M | -21.6% | -6.8% | -14.8% | -22.3% |
| 6M | -27.8% | +18.6% | -46.4% | -30.2% |
| All | -27.8% | +18.2% | -46.0% | -30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling