-34.6%
GIS vs STZ
-50.3%
+15.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.6% | +4.1% | +0.1% |
| 7D | -8.3% | -7.4% | -0.9% | -6.2% |
| 30D | +2.2% | -10.9% | +13.1% | +5.7% |
| 3M | +15.7% | -13.4% | +29.1% | +20.5% |
| 6M | -12.0% | -16.2% | +4.2% | -7.7% |
| YTD | -15.0% | -10.4% | -4.5% | -12.8% |
| 1Y | -20.1% | -14.8% | -5.3% | -17.0% |
| 3Y | -34.6% | -50.1% | +15.5% | -22.7% |
| All | -34.6% | -50.3% | +15.7% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling