+8,652.1%
STX vs GPC
+762.9%
+7,889.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.5% |
| 7D | -28.5% | +1.6% | -30.1% | -29.2% |
| 30D | -42.9% | -2.1% | -40.8% | -42.7% |
| 3M | -45.9% | -6.8% | -39.1% | -44.6% |
| 6M | -41.3% | +18.6% | -59.9% | -49.9% |
| YTD | +67.9% | +2.7% | +65.3% | +53.2% |
| 1Y | +66.5% | +1.8% | +64.7% | +52.6% |
| 3Y | +588.0% | +1.1% | +586.9% | +488.9% |
| 5Y | +449.1% | +4.1% | +445.0% | +347.2% |
| 10Y | +1,982.8% | +88.2% | +1,894.6% | +884.8% |
| All | +8,652.1% | +762.9% | +7,889.3% | +1,058.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling