-12.3%
GFS vs STZ
-25.4%
+13.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +4.2% |
| 7D | -3.1% | +3.4% | -6.6% | -4.2% |
| 30D | -16.0% | +19.6% | -35.6% | -21.0% |
| 3M | -24.7% | +8.0% | -32.7% | -26.9% |
| 6M | -45.1% | -0.3% | -44.9% | -45.4% |
| YTD | +16.5% | +8.6% | +7.9% | +9.3% |
| 1Y | +19.3% | +17.3% | +2.0% | +7.9% |
| 3Y | -20.0% | -34.7% | +14.7% | -8.5% |
| 5Y | -32.0% | -27.6% | -4.4% | -26.9% |
| All | -12.3% | -25.4% | +13.1% | -6.8% |
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 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