+41.4%
GS vs STZ
-10.2%
+51.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | 0.0% |
| 7D | +0.9% | -1.9% | +2.9% | +0.9% |
| 30D | -1.6% | -1.9% | +0.3% | -1.7% |
| 3M | -4.5% | -6.2% | +1.8% | -4.6% |
| 6M | +20.9% | -14.0% | +34.9% | +21.2% |
| YTD | +19.9% | -5.1% | +25.0% | +18.7% |
| 1Y | +41.4% | -9.6% | +51.0% | +38.9% |
| All | +41.4% | -10.2% | +51.6% | +38.9% |
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