+2,285.7%
STM vs GPC
+1,573.1%
+712.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.1% |
| 7D | +5.8% | +1.2% | +4.6% | +5.0% |
| 30D | -1.0% | +6.0% | -7.0% | -4.9% |
| 3M | -33.3% | +42.6% | -75.9% | -49.1% |
| 6M | +57.4% | +22.8% | +34.6% | +32.4% |
| YTD | +102.2% | +15.5% | +86.7% | +74.7% |
| 1Y | +99.6% | +2.0% | +97.6% | +87.3% |
| 3Y | +14.5% | -1.4% | +15.9% | +3.9% |
| 5Y | +21.4% | +30.6% | -9.2% | -11.5% |
| 10Y | +695.0% | +80.6% | +614.3% | +318.1% |
| All | +2,285.7% | +1,573.1% | +712.7% | +211.6% |
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 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