+1,727.7%
STM vs GPC
+1,407.8%
+319.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -1.6% | -10.8% | -11.4% |
| 7D | -20.1% | +1.7% | -21.8% | -20.9% |
| 30D | -32.0% | -2.3% | -29.7% | -31.4% |
| 3M | -24.2% | -4.5% | -19.7% | -22.5% |
| 6M | -29.9% | +21.6% | -51.5% | -41.0% |
| YTD | +54.9% | +4.0% | +50.8% | +42.3% |
| 1Y | +68.0% | +3.5% | +64.5% | +54.6% |
| 3Y | -0.1% | +2.1% | -2.3% | -12.3% |
| 5Y | -17.9% | +5.5% | -23.4% | -30.9% |
| 10Y | +392.2% | +90.7% | +301.5% | +143.6% |
| All | +1,727.7% | +1,407.8% | +319.9% | +153.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling