+3,343.4%
STX vs GPN
+28.2%
+3,315.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.6% |
| 7D | -2.3% | -4.6% | +2.3% | -0.9% |
| 30D | -5.5% | -0.3% | -5.2% | -5.7% |
| 3M | -4.3% | +35.4% | -39.7% | -15.4% |
| 6M | +115.6% | +21.7% | +94.0% | +96.7% |
| YTD | +202.2% | +14.9% | +187.3% | +177.3% |
| 1Y | +325.3% | +3.2% | +322.1% | +302.2% |
| 3Y | +1,283.9% | -27.1% | +1,311.1% | +1,356.6% |
| 5Y | +1,048.3% | -44.4% | +1,092.7% | +1,214.4% |
| All | +3,343.4% | +28.2% | +3,315.2% | +2,664.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling