+457.2%
GS vs STZ
+11.6%
+445.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.6% | +5.3% | -3.8% | -0.3% |
| 30D | +1.7% | +19.6% | -17.9% | -5.0% |
| 3M | -11.6% | +10.0% | -21.5% | -15.2% |
| 6M | -1.9% | -0.3% | -1.6% | -3.0% |
| YTD | +5.1% | +8.6% | -3.5% | -0.8% |
| 1Y | +16.4% | +16.6% | -0.2% | +6.4% |
| 3Y | +199.0% | -34.8% | +233.7% | +239.1% |
| 5Y | +157.4% | -27.8% | +185.3% | +174.6% |
| 10Y | +457.2% | +12.5% | +444.7% | +438.8% |
| All | +457.2% | +11.6% | +445.7% | +438.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling