-23.4%
GFS vs STZ
-28.3%
+4.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.0% | +6.4% | +5.7% |
| 7D | +6.2% | -0.9% | +7.2% | +6.5% |
| 30D | -11.4% | +14.9% | -26.3% | -15.5% |
| 3M | -15.5% | +8.4% | -23.9% | -18.1% |
| 6M | -42.6% | +2.8% | -45.4% | -43.6% |
| YTD | +23.2% | +7.5% | +15.7% | +16.0% |
| 1Y | +23.6% | +12.5% | +11.0% | +13.9% |
| 3Y | -17.2% | -35.4% | +18.2% | -5.3% |
| 5Y | -23.4% | -29.3% | +5.9% | -15.0% |
| All | -23.4% | -28.3% | +4.8% | -15.0% |
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