-28.2%
GPN vs STZ
-49.9%
+21.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.8% |
| 7D | -6.2% | -6.0% | -0.2% | -4.3% |
| 30D | +1.0% | -8.9% | +9.9% | +4.1% |
| 3M | +36.9% | -12.6% | +49.4% | +42.7% |
| 6M | +16.8% | -17.2% | +34.0% | +23.0% |
| YTD | +13.2% | -10.0% | +23.3% | +15.0% |
| 1Y | +1.4% | -14.3% | +15.7% | +4.7% |
| All | -28.2% | -49.9% | +21.7% | -17.8% |
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 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