+9.3%
GEHC vs STZ
-44.8%
+54.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.9% | -2.6% |
| 7D | -7.6% | -6.0% | -1.6% | -5.5% |
| 30D | -10.7% | -8.9% | -1.8% | -7.7% |
| 3M | -1.2% | -12.6% | +11.3% | +3.5% |
| 6M | -13.7% | -17.2% | +3.5% | -8.2% |
| YTD | -20.4% | -10.0% | -10.4% | -18.6% |
| 1Y | -17.0% | -14.3% | -2.7% | -13.7% |
| 3Y | +0.9% | -49.9% | +50.9% | +25.7% |
| All | +9.3% | -44.8% | +54.1% | +30.6% |
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 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