+203.1%
STT vs GPC
+78.6%
+124.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | +0.4% | -2.1% | +2.5% | +1.6% |
| 30D | -0.4% | -4.5% | +4.1% | +1.7% |
| 3M | -6.5% | -7.7% | +1.2% | -3.0% |
| 6M | +17.2% | +24.3% | -7.1% | +1.6% |
| YTD | +38.2% | +3.5% | +34.7% | +30.0% |
| 1Y | +49.3% | +0.7% | +48.5% | +42.5% |
| 3Y | +181.9% | 0.0% | +181.9% | +155.9% |
| 5Y | +106.9% | +5.8% | +101.1% | +77.2% |
| 10Y | +203.1% | +75.8% | +127.4% | +89.9% |
| All | +203.1% | +78.6% | +124.6% | +89.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling