+23.8%
GH vs STZ
-36.5%
+60.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.6% | +5.4% | +1.5% |
| 7D | -2.1% | -7.4% | +5.3% | +0.2% |
| 30D | -4.5% | -10.9% | +6.4% | -1.2% |
| 3M | +28.9% | -13.4% | +42.3% | +33.9% |
| 6M | +76.5% | -16.2% | +92.7% | +83.3% |
| YTD | +57.6% | -10.4% | +68.1% | +56.7% |
| 1Y | +167.5% | -14.8% | +182.3% | +171.1% |
| 3Y | +377.4% | -50.1% | +427.5% | +548.3% |
| 5Y | +23.8% | -38.8% | +62.6% | +57.0% |
| All | +23.8% | -36.5% | +60.4% | +57.0% |
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