+96.7%
GD vs STZ
-27.7%
+124.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -3.9% | +11.8% | -15.7% | -6.0% |
| 30D | +8.1% | +26.0% | -17.9% | +3.3% |
| 3M | -6.8% | +11.5% | -18.3% | -8.9% |
| 6M | +3.0% | -2.0% | +5.0% | +3.0% |
| YTD | +7.8% | +7.9% | -0.1% | +4.7% |
| 1Y | +5.8% | +13.9% | -8.1% | +1.4% |
| 3Y | +55.3% | -35.8% | +91.2% | +67.0% |
| 5Y | +96.7% | -28.4% | +125.1% | +99.7% |
| All | +96.7% | -27.7% | +124.4% | +99.7% |
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