-23.6%
GIS vs STZ
-12.7%
-10.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.5% |
| 7D | -8.4% | -4.1% | -4.3% | -7.4% |
| 30D | -5.2% | -7.6% | +2.4% | -3.2% |
| 3M | +8.2% | -12.3% | +20.5% | +11.4% |
| 6M | -12.0% | -16.3% | +4.3% | -8.7% |
| YTD | -18.9% | -8.4% | -10.5% | -15.8% |
| 1Y | -23.6% | -10.8% | -12.8% | -21.1% |
| All | -23.6% | -12.7% | -10.9% | -21.1% |
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 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