+526.6%
GEV vs STZ
-42.9%
+569.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +0.9% | +1.3% |
| 7D | +6.2% | 0.0% | +6.2% | +6.2% |
| 30D | -18.4% | +14.7% | -33.1% | -17.6% |
| 3M | -21.2% | +8.8% | -30.0% | -20.4% |
| 6M | -23.6% | +3.1% | -26.6% | -22.6% |
| YTD | +25.5% | +7.9% | +17.7% | +27.0% |
| 1Y | +42.6% | +14.2% | +28.4% | +44.7% |
| All | +526.6% | -42.9% | +569.5% | +593.1% |
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