+588.0%
STX vs GPC
+1.0%
+587.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -28.5% | +1.6% | -30.1% | -28.4% |
| 30D | -42.9% | -2.1% | -40.8% | -42.9% |
| 3M | -45.9% | -6.8% | -39.1% | -46.0% |
| 6M | -41.3% | +18.6% | -59.9% | -43.2% |
| YTD | +67.9% | +2.7% | +65.3% | +66.3% |
| 1Y | +66.5% | +1.8% | +64.7% | +65.2% |
| 3Y | +588.0% | +1.1% | +586.9% | +542.1% |
| All | +588.0% | +1.0% | +587.0% | +542.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling