-17.0%
GEHC vs STZ
-14.3%
-2.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.5% |
| 7D | -7.6% | -6.0% | -1.6% | -5.9% |
| 30D | -10.7% | -8.9% | -1.8% | -8.3% |
| 3M | -1.2% | -12.6% | +11.3% | +2.5% |
| 6M | -13.7% | -17.2% | +3.5% | -9.5% |
| YTD | -20.4% | -10.0% | -10.4% | -19.6% |
| 1Y | -17.0% | -14.3% | -2.7% | -15.6% |
| All | -17.0% | -14.3% | -2.7% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling