+99.4%
STT vs GPC
+3.6%
+95.8%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -2.5% | +1.6% | -4.1% | -3.0% |
| 30D | -5.0% | -2.1% | -2.9% | -4.4% |
| 3M | -10.5% | -6.8% | -3.7% | -8.4% |
| 6M | +10.0% | +18.6% | -8.6% | +0.9% |
| YTD | +30.7% | +2.7% | +28.0% | +25.3% |
| 1Y | +43.8% | +1.8% | +42.0% | +38.3% |
| 3Y | +168.1% | +1.1% | +167.0% | +143.4% |
| All | +99.4% | +3.6% | +95.8% | +57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling