+2,600.4%
GPN vs STZ
+2,227.1%
+373.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.0% |
| 7D | -5.6% | +2.6% | -8.2% | -6.5% |
| 30D | +13.6% | +15.2% | -1.6% | +8.3% |
| 3M | -2.8% | +7.6% | -10.5% | -5.4% |
| 6M | +38.1% | +5.3% | +32.8% | +35.2% |
| YTD | +19.9% | +8.6% | +11.3% | +15.1% |
| 1Y | +23.4% | +15.6% | +7.8% | +15.9% |
| 3Y | -12.6% | -35.2% | +22.5% | -1.8% |
| 5Y | -26.6% | -29.1% | +2.5% | -20.2% |
| 10Y | +40.4% | +12.9% | +27.5% | +30.4% |
| All | +2,600.4% | +2,227.1% | +373.3% | +938.3% |
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