-17.3%
GIS vs STZ
+13.4%
-30.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | -3.4% | +2.6% | -5.9% | -4.0% |
| 30D | +6.9% | +15.2% | -8.3% | +3.4% |
| 3M | -10.1% | +7.6% | -17.8% | -11.7% |
| 6M | +5.9% | +5.3% | +0.6% | +4.3% |
| YTD | -21.1% | +8.6% | -29.7% | -23.0% |
| 1Y | -22.5% | +15.6% | -38.1% | -25.5% |
| 3Y | -39.0% | -35.2% | -3.8% | -34.2% |
| 5Y | -33.3% | -29.1% | -4.2% | -29.8% |
| All | -17.3% | +13.4% | -30.6% | -23.7% |
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