+33.6%
GEHC vs STZ
-4.7%
+38.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -0.8% |
| 7D | +7.6% | +4.9% | +2.7% | +5.5% |
| 30D | +27.5% | +20.9% | +6.6% | +17.8% |
| 3M | +17.2% | +8.0% | +9.2% | +14.0% |
| 6M | +33.6% | -5.3% | +38.9% | +38.6% |
| All | +33.6% | -4.7% | +38.3% | +38.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling