+13,669.8%
GD vs STZ
+10,950.7%
+2,719.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.2% |
| 3M | -6.8% | +11.5% | -18.3% | -8.9% |
| 6M | +3.0% | -2.0% | +5.0% | +2.9% |
| YTD | +7.8% | +7.9% | -0.1% | +5.2% |
| 1Y | +5.8% | +13.9% | -8.1% | +2.1% |
| 3Y | +55.3% | -35.8% | +91.2% | +65.6% |
| 5Y | +96.7% | -28.4% | +125.1% | +104.3% |
| 10Y | +195.4% | +7.1% | +188.3% | +180.4% |
| All | +13,669.8% | +10,950.7% | +2,719.1% | +7,229.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling