+21.1%
STM vs GPN
-46.4%
+67.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.3% |
| 7D | +1.7% | -6.2% | +7.9% | +4.3% |
| 30D | -5.2% | +1.0% | -6.2% | -5.9% |
| 3M | -29.6% | +36.9% | -66.5% | -39.6% |
| 6M | +54.4% | +16.8% | +37.6% | +40.5% |
| YTD | +99.5% | +13.2% | +86.3% | +82.3% |
| 1Y | +100.8% | +1.4% | +99.3% | +92.3% |
| 3Y | +20.2% | -28.6% | +48.8% | +31.7% |
| 5Y | +21.1% | -47.0% | +68.1% | +36.5% |
| All | +21.1% | -46.4% | +67.5% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling