-19.4%
GFS vs STZ
-47.3%
+27.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +1.0% | -1.9% | +2.9% | +1.4% |
| 30D | -8.6% | -1.9% | -6.7% | -8.2% |
| 3M | -46.5% | -6.2% | -40.3% | -46.0% |
| 6M | -4.8% | -14.0% | +9.2% | -2.3% |
| YTD | +29.7% | -5.1% | +34.8% | +27.8% |
| 1Y | +35.8% | -9.6% | +45.4% | +35.8% |
| All | -19.4% | -47.3% | +27.9% | -8.7% |
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 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