+380.7%
GH vs STZ
-25.6%
+406.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -8.2% | -0.9% | -7.2% | -7.8% |
| 30D | -4.9% | +14.9% | -19.8% | -10.0% |
| 3M | -6.2% | +8.4% | -14.7% | -9.8% |
| 6M | +60.0% | +2.8% | +57.2% | +56.3% |
| YTD | +51.5% | +7.5% | +44.0% | +41.8% |
| 1Y | +58.4% | +12.5% | +45.9% | +44.7% |
| 3Y | +617.2% | -35.4% | +652.7% | +727.6% |
| 5Y | +47.0% | -29.3% | +76.3% | +64.9% |
| All | +380.7% | -25.6% | +406.2% | +526.1% |
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