+27.2%
GFS vs STZ
+15.6%
+11.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | +7.4% | +2.6% | +4.8% | +7.9% |
| 30D | -15.3% | +15.2% | -30.5% | -13.4% |
| 3M | -21.1% | +7.6% | -28.7% | -19.3% |
| 6M | -44.5% | +5.3% | -49.8% | -42.9% |
| YTD | +19.2% | +8.6% | +10.6% | +15.3% |
| 1Y | +27.2% | +15.6% | +11.7% | +20.7% |
| All | +27.2% | +15.6% | +11.7% | +20.7% |
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