+698.5%
STX vs GPC
-0.2%
+698.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +16.8% | -1.3% | +18.1% | +16.8% |
| 30D | -27.0% | -6.0% | -21.0% | -27.1% |
| 3M | -37.9% | -7.6% | -30.3% | -37.9% |
| 6M | -32.5% | +24.2% | -56.7% | -35.2% |
| YTD | +98.6% | +2.7% | +95.9% | +96.6% |
| 1Y | +93.6% | +0.2% | +93.4% | +92.6% |
| All | +698.5% | -0.2% | +698.7% | +643.3% |
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