+231.1%
GM vs STZ
-11.3%
+242.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -2.4% | -4.5% | +2.0% | -0.4% |
| 30D | -1.1% | -8.6% | +7.5% | +2.9% |
| 3M | +6.1% | -13.8% | +19.9% | +13.0% |
| 6M | +15.0% | -17.2% | +32.1% | +23.8% |
| YTD | +6.0% | -9.4% | +15.3% | +8.1% |
| 1Y | +47.1% | -11.9% | +58.9% | +51.4% |
| 3Y | +170.5% | -49.6% | +220.1% | +261.2% |
| 5Y | +80.5% | -37.2% | +117.7% | +112.1% |
| All | +231.1% | -11.3% | +242.4% | +224.2% |
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