+55.0%
GH vs STZ
+2.9%
+52.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | +0.1% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -4.5% | +14.7% | -19.2% | -1.1% |
| 3M | -6.2% | +8.8% | -15.0% | -2.8% |
| 6M | +55.0% | +3.1% | +51.9% | +62.9% |
| All | +55.0% | +2.9% | +52.0% | +62.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling