+177.4%
GD vs STZ
+12.5%
+164.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +1.5% |
| 7D | -3.0% | +3.4% | -6.5% | -4.1% |
| 30D | +9.3% | +19.6% | -10.3% | +3.2% |
| 3M | -7.2% | +8.0% | -15.2% | -9.8% |
| 6M | +5.5% | -0.3% | +5.7% | +4.7% |
| YTD | +9.5% | +8.6% | +0.9% | +4.6% |
| 1Y | +6.4% | +17.3% | -10.9% | -1.1% |
| 3Y | +59.8% | -34.7% | +94.5% | +77.6% |
| 5Y | +98.0% | -27.6% | +125.6% | +108.0% |
| 10Y | +177.4% | +11.8% | +165.6% | +163.0% |
| All | +177.4% | +12.5% | +164.9% | +163.0% |
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