+57.7%
GEV vs STZ
-10.2%
+67.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +3.3% | -1.9% | +5.2% | +3.3% |
| 30D | -7.5% | -1.9% | -5.6% | -7.5% |
| 3M | -2.2% | -6.2% | +4.1% | -2.4% |
| 6M | +12.1% | -14.0% | +26.1% | +13.9% |
| YTD | +44.4% | -5.1% | +49.5% | +41.6% |
| 1Y | +57.7% | -9.6% | +67.2% | +54.8% |
| All | +57.7% | -10.2% | +67.8% | +54.8% |
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