-4.6%
STM vs GPN
-27.3%
+22.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | -1.0% |
| 7D | +12.0% | -5.6% | +17.7% | +13.9% |
| 30D | -0.4% | +13.6% | -14.0% | -6.7% |
| 3M | -13.2% | -2.8% | -10.4% | -13.7% |
| 6M | -26.1% | +38.1% | -64.1% | -38.4% |
| YTD | +81.2% | +19.9% | +61.3% | +58.4% |
| 1Y | +98.3% | +23.4% | +74.9% | +70.8% |
| 3Y | +16.7% | -12.6% | +29.4% | +14.3% |
| All | -4.6% | -27.3% | +22.8% | +0.7% |
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