-26.1%
STM vs GPN
+36.1%
-62.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.2% | -3.6% | +1.3% |
| 7D | +12.0% | -5.6% | +17.7% | +11.1% |
| 30D | -0.4% | +13.6% | -14.0% | +3.2% |
| 3M | -13.2% | -2.8% | -10.4% | -11.7% |
| 6M | -26.1% | +38.1% | -64.1% | -26.4% |
| All | -26.1% | +36.1% | -62.1% | -26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling