+514.9%
GEV vs STZ
-42.5%
+557.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -1.8% |
| 7D | +3.7% | +2.6% | +1.2% | +4.0% |
| 30D | -14.7% | +15.2% | -29.9% | -13.8% |
| 3M | -23.4% | +7.6% | -31.1% | -22.5% |
| 6M | -24.3% | +5.3% | -29.6% | -23.4% |
| YTD | +23.2% | +8.6% | +14.5% | +24.7% |
| 1Y | +44.2% | +15.6% | +28.7% | +46.4% |
| All | +514.9% | -42.5% | +557.3% | +580.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling