+19.6%
STM vs GPN
-28.6%
+48.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.1% |
| 7D | +1.7% | -6.2% | +7.9% | +3.8% |
| 30D | -5.2% | +1.0% | -6.2% | -5.8% |
| 3M | -29.6% | +36.9% | -66.5% | -38.5% |
| 6M | +54.4% | +16.8% | +37.6% | +42.3% |
| YTD | +99.5% | +13.2% | +86.3% | +84.7% |
| 1Y | +100.8% | +1.4% | +99.3% | +94.6% |
| All | +19.6% | -28.6% | +48.2% | +31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling