+655.9%
STM vs GPN
+28.2%
+627.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | -1.4% | -4.6% | +3.2% | +1.0% |
| 30D | -4.9% | -0.3% | -4.7% | -5.2% |
| 3M | -34.0% | +35.4% | -69.4% | -45.4% |
| 6M | +51.8% | +21.7% | +30.2% | +31.6% |
| YTD | +99.4% | +14.9% | +84.5% | +75.8% |
| 1Y | +99.1% | +3.2% | +95.9% | +85.4% |
| 3Y | +19.5% | -27.1% | +46.6% | +30.8% |
| 5Y | +19.5% | -44.4% | +63.9% | +48.1% |
| All | +655.9% | +28.2% | +627.7% | +506.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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