+3,426.5%
STX vs GPC
+83.6%
+3,342.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +6.0% |
| 7D | +2.4% | +1.2% | +1.2% | +1.9% |
| 30D | +1.4% | +6.0% | -4.6% | -0.7% |
| 3M | -8.2% | +42.6% | -50.8% | -21.6% |
| 6M | +127.0% | +22.8% | +104.3% | +104.7% |
| YTD | +209.1% | +15.5% | +193.7% | +183.5% |
| 1Y | +365.4% | +2.0% | +363.4% | +348.6% |
| 3Y | +1,135.4% | -1.4% | +1,136.8% | +1,060.7% |
| 5Y | +991.5% | +30.6% | +960.9% | +784.3% |
| All | +3,426.5% | +83.6% | +3,342.9% | +2,289.1% |
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