+96.1%
STM vs GPN
+5.1%
+91.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.7% |
| 7D | -1.1% | -3.5% | +2.5% | -0.7% |
| 30D | -7.8% | +3.1% | -10.9% | -8.2% |
| 3M | -28.2% | +42.3% | -70.5% | -33.2% |
| 6M | +52.0% | +20.9% | +31.1% | +44.7% |
| YTD | +96.4% | +15.2% | +81.2% | +87.7% |
| All | +96.1% | +5.1% | +91.0% | +91.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling