+7.4%
GPN vs STZ
-10.2%
+17.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.0% |
| 7D | +0.8% | -1.9% | +2.7% | +1.4% |
| 30D | +5.8% | -1.9% | +7.7% | +6.4% |
| 3M | +37.0% | -6.2% | +43.2% | +39.1% |
| 6M | +20.1% | -14.0% | +34.2% | +23.6% |
| YTD | +20.4% | -5.1% | +25.5% | +16.7% |
| 1Y | +7.4% | -9.6% | +17.0% | +8.1% |
| All | +7.4% | -10.2% | +17.6% | +8.1% |
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