+12.1%
GS vs STZ
+13.3%
-1.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.4% |
| 7D | -3.2% | +4.9% | -8.1% | -2.9% |
| 30D | -2.4% | +20.9% | -23.3% | -1.5% |
| 3M | -15.7% | +8.0% | -23.7% | -15.3% |
| 6M | -6.8% | -5.3% | -1.5% | -5.5% |
| YTD | -0.1% | +5.9% | -6.0% | -1.6% |
| 1Y | +12.1% | +14.2% | -2.1% | +11.6% |
| All | +12.1% | +13.3% | -1.2% | +11.6% |
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