+262.0%
STT vs GPC
+79.8%
+182.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | +0.3% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +3.9% | -0.4% | +4.3% | +4.0% |
| 3M | +19.2% | +39.2% | -20.0% | -1.9% |
| 6M | +60.4% | +18.2% | +42.2% | +43.6% |
| YTD | +51.5% | +12.1% | +39.4% | +37.4% |
| 1Y | +76.3% | -0.7% | +76.9% | +70.9% |
| 3Y | +200.7% | -1.7% | +202.4% | +178.6% |
| 5Y | +157.5% | +29.3% | +128.2% | +96.8% |
| 10Y | +262.0% | +80.7% | +181.3% | +122.1% |
| All | +262.0% | +79.8% | +182.2% | +122.1% |
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