+54.9%
GD vs STZ
-36.0%
+90.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.3% |
| 7D | -3.9% | +11.8% | -15.7% | -5.4% |
| 30D | +8.1% | +26.0% | -17.9% | +4.7% |
| 3M | -6.8% | +11.5% | -18.3% | -8.3% |
| 6M | +3.0% | -2.0% | +5.0% | +2.9% |
| YTD | +7.8% | +7.9% | -0.1% | +5.3% |
| 1Y | +5.8% | +13.9% | -8.1% | +2.4% |
| All | +54.9% | -36.0% | +90.9% | +59.4% |
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 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