+2,611.5%
GPN vs STZ
+1,932.4%
+679.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 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% | +39.8% |
| 6M | +20.1% | -14.0% | +34.2% | +25.5% |
| YTD | +20.4% | -5.1% | +25.5% | +21.2% |
| 1Y | +7.4% | -9.6% | +17.0% | +9.8% |
| 3Y | -26.1% | -47.2% | +21.1% | -10.9% |
| 5Y | -38.5% | -33.6% | -4.9% | -31.4% |
| 10Y | +28.4% | -9.8% | +38.2% | +27.8% |
| All | +2,611.5% | +1,932.4% | +679.2% | +992.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling