+476.2%
STX vs GPC
+4.3%
+471.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.4% | -3.5% | -3.2% |
| 7D | +14.6% | +0.4% | +14.2% | +14.5% |
| 30D | -26.0% | -6.3% | -19.7% | -25.3% |
| 3M | -42.6% | -8.2% | -34.5% | -42.0% |
| 6M | -35.3% | +27.1% | -62.4% | -40.8% |
| YTD | +92.5% | +3.1% | +89.3% | +85.9% |
| 1Y | +102.4% | +0.1% | +102.3% | +97.6% |
| 3Y | +673.8% | +0.2% | +673.6% | +614.6% |
| All | +476.2% | +4.3% | +471.8% | +382.7% |
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