+188.7%
GD vs STZ
-9.8%
+198.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.3% | -1.9% | -3.3% | -4.7% |
| 30D | -6.4% | -1.9% | -4.5% | -6.0% |
| 3M | +5.7% | -6.2% | +11.9% | +7.4% |
| 6M | -0.9% | -14.0% | +13.1% | +2.8% |
| YTD | +8.2% | -5.1% | +13.3% | +8.2% |
| 1Y | +13.4% | -9.6% | +23.0% | +14.9% |
| 3Y | +68.5% | -47.2% | +115.7% | +100.8% |
| 5Y | +97.2% | -33.6% | +130.7% | +112.2% |
| All | +188.7% | -9.8% | +198.4% | +184.4% |
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