-22.8%
GIS vs STZ
-36.5%
+13.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.6% |
| 3M | +15.7% | -13.4% | +29.1% | +20.4% |
| 6M | -12.0% | -16.2% | +4.2% | -7.8% |
| YTD | -15.0% | -10.4% | -4.5% | -12.8% |
| 1Y | -20.1% | -14.8% | -5.3% | -17.2% |
| 3Y | -34.6% | -50.1% | +15.5% | -22.6% |
| 5Y | -22.8% | -38.8% | +15.9% | -15.1% |
| All | -22.8% | -36.5% | +13.7% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling