+3.2%
GPN vs STZ
-11.8%
+15.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -4.6% | -4.5% | -0.1% | -3.3% |
| 30D | -0.3% | -8.6% | +8.3% | +2.4% |
| 3M | +35.4% | -13.8% | +49.2% | +40.6% |
| 6M | +21.7% | -17.2% | +38.8% | +26.4% |
| YTD | +14.9% | -9.4% | +24.2% | +12.9% |
| 1Y | +3.2% | -11.9% | +15.1% | +3.8% |
| All | +3.2% | -11.8% | +15.0% | +3.8% |
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