+97.2%
GD vs STZ
-33.3%
+130.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -5.3% | -1.9% | -3.3% | -4.9% |
| 30D | -6.4% | -1.9% | -4.5% | -6.1% |
| 3M | +5.7% | -6.2% | +11.9% | +6.7% |
| 6M | -0.9% | -14.0% | +13.1% | +1.4% |
| YTD | +8.2% | -5.1% | +13.3% | +7.9% |
| 1Y | +13.4% | -9.6% | +23.0% | +14.2% |
| 3Y | +68.5% | -47.2% | +115.7% | +90.5% |
| All | +97.2% | -33.3% | +130.5% | +100.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling