+1,019.5%
STX vs GPC
+30.9%
+988.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.1% | +5.2% | +6.1% |
| 7D | +2.4% | +1.2% | +1.2% | +2.1% |
| 30D | +1.4% | +6.0% | -4.6% | +0.2% |
| 3M | -8.2% | +42.6% | -50.8% | -17.7% |
| 6M | +127.0% | +22.8% | +104.3% | +112.6% |
| YTD | +209.1% | +15.5% | +193.7% | +193.3% |
| 1Y | +365.4% | +2.0% | +363.4% | +360.1% |
| 3Y | +1,135.4% | -1.4% | +1,136.8% | +1,099.5% |
| All | +1,019.5% | +30.9% | +988.6% | +740.2% |
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