+59.9%
GD vs STZ
-34.1%
+94.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.9% | +5.3% | -7.2% | -2.6% |
| 30D | +10.9% | +19.6% | -8.7% | +8.2% |
| 3M | -6.8% | +10.0% | -16.7% | -8.1% |
| 6M | +7.0% | -0.3% | +7.3% | +6.7% |
| YTD | +11.1% | +8.6% | +2.6% | +8.5% |
| 1Y | +7.0% | +16.6% | -9.5% | +3.2% |
| 3Y | +59.9% | -34.8% | +94.7% | +64.0% |
| All | +59.9% | -34.1% | +94.0% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling