+71.8%
GH vs STZ
+14.7%
+57.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.3% | -9.0% | -2.1% |
| 7D | -7.7% | +13.0% | -20.7% | -4.2% |
| 30D | -10.0% | +29.4% | -39.4% | -3.4% |
| 3M | +5.5% | +11.6% | -6.1% | +9.7% |
| 6M | +84.9% | -0.2% | +85.1% | +88.0% |
| YTD | +65.0% | +8.6% | +56.5% | +69.9% |
| 1Y | +71.8% | +15.9% | +55.8% | +81.2% |
| All | +71.8% | +14.7% | +57.0% | +81.2% |
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