+14.1%
GEHC vs STZ
+17.1%
-3.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.7% | +5.3% | -1.6% | +2.1% |
| 30D | +27.3% | +19.6% | +7.7% | +21.0% |
| 3M | +14.7% | +10.0% | +4.8% | +11.6% |
| 6M | +31.9% | -0.3% | +32.2% | +31.1% |
| YTD | +2.2% | +8.6% | -6.4% | -2.1% |
| 1Y | +14.1% | +16.6% | -2.5% | +9.7% |
| All | +14.1% | +17.1% | -3.0% | +9.7% |
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 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