+111.2%
STM vs GPN
+2,611.5%
-2,500.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.4% |
| 7D | +5.8% | +0.8% | +5.0% | +5.4% |
| 30D | -1.0% | +5.8% | -6.8% | -4.3% |
| 3M | -33.3% | +37.0% | -70.3% | -44.4% |
| 6M | +57.4% | +20.1% | +37.2% | +38.6% |
| YTD | +102.2% | +20.4% | +81.8% | +75.5% |
| 1Y | +99.6% | +7.4% | +92.2% | +82.7% |
| 3Y | +14.5% | -26.1% | +40.6% | +23.2% |
| 5Y | +21.4% | -38.5% | +59.9% | +38.1% |
| 10Y | +695.0% | +28.4% | +666.6% | +516.0% |
| All | +111.2% | +2,611.5% | -2,500.3% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling