-18.0%
GIS vs STZ
-10.2%
-7.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | -7.8% | -1.9% | -5.9% | -7.4% |
| 30D | +6.6% | -1.9% | +8.5% | +7.2% |
| 3M | +21.0% | -6.2% | +27.2% | +22.8% |
| 6M | -9.1% | -14.0% | +4.9% | -6.3% |
| YTD | -13.6% | -5.1% | -8.5% | -11.4% |
| 1Y | -18.0% | -9.6% | -8.5% | -15.4% |
| All | -18.0% | -10.2% | -7.8% | -15.4% |
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