+2,071.0%
STX vs GPC
+93.7%
+1,977.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.3% | +7.5% | +9.1% |
| 7D | -14.8% | +0.8% | -15.6% | -14.9% |
| 30D | -35.4% | -1.1% | -34.3% | -35.3% |
| 3M | -37.7% | -6.6% | -31.0% | -36.7% |
| 6M | -35.2% | +22.2% | -57.5% | -41.9% |
| YTD | +84.4% | +5.1% | +79.3% | +73.6% |
| 1Y | +82.3% | +2.8% | +79.5% | +73.0% |
| 3Y | +646.2% | +2.4% | +643.9% | +577.8% |
| 5Y | +487.4% | +7.8% | +479.7% | +412.3% |
| 10Y | +2,071.0% | +87.2% | +1,983.8% | +1,320.0% |
| All | +2,071.0% | +93.7% | +1,977.3% | +1,320.0% |
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