+643.2%
GEV vs STZ
-52.6%
+695.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.6% | +8.7% | +3.1% |
| 7D | +8.1% | -7.4% | +15.5% | +8.1% |
| 30D | -1.9% | -10.9% | +9.0% | -1.9% |
| 3M | +4.1% | -13.4% | +17.5% | +4.2% |
| 6M | +23.2% | -16.2% | +39.4% | +23.9% |
| YTD | +48.9% | -10.4% | +59.3% | +49.1% |
| 1Y | +62.2% | -14.8% | +77.0% | +62.7% |
| All | +643.2% | -52.6% | +695.8% | +713.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling