+37.3%
GEHC vs STZ
-33.8%
+71.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.3% | -1.0% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | +19.0% | +14.7% | +4.3% | +13.3% |
| 3M | +13.3% | +8.8% | +4.5% | +9.7% |
| 6M | +31.5% | +3.1% | +28.5% | +29.7% |
| YTD | 0.0% | +7.9% | -7.9% | -4.3% |
| 1Y | +9.4% | +14.2% | -4.8% | +2.3% |
| 3Y | +18.3% | -35.2% | +53.5% | +34.6% |
| All | +37.3% | -33.8% | +71.1% | +53.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling