+170.5%
GD vs STZ
+12.8%
+157.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | +0.6% | -0.9% | +1.6% | +0.9% |
| 30D | +9.5% | +14.9% | -5.5% | +4.6% |
| 3M | -5.8% | +8.4% | -14.3% | -8.6% |
| 6M | +7.7% | +2.8% | +4.9% | +6.0% |
| YTD | +11.1% | +7.5% | +3.5% | +6.4% |
| 1Y | +6.1% | +12.5% | -6.5% | -0.1% |
| 3Y | +59.8% | -35.4% | +95.2% | +78.2% |
| 5Y | +104.6% | -29.3% | +133.9% | +116.8% |
| 10Y | +170.5% | +11.8% | +158.8% | +156.8% |
| All | +170.5% | +12.8% | +157.7% | +156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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