+405.5%
GH vs STZ
-37.7%
+443.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.2% | -6.0% | +5.9% | +2.1% |
| 30D | -2.6% | -8.9% | +6.2% | +0.4% |
| 3M | +25.1% | -12.6% | +37.7% | +30.4% |
| 6M | +78.5% | -17.2% | +95.7% | +88.0% |
| YTD | +59.4% | -10.0% | +69.4% | +60.2% |
| 1Y | +173.9% | -14.3% | +188.2% | +179.6% |
| 3Y | +382.7% | -49.9% | +432.7% | +522.7% |
| 5Y | +24.4% | -38.2% | +62.6% | +46.9% |
| All | +405.5% | -37.7% | +443.2% | +607.1% |
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