+16.6%
GS vs STZ
+15.1%
+1.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | -0.1% | -0.9% | +0.8% | -0.2% |
| 30D | +3.7% | +14.9% | -11.3% | +4.5% |
| 3M | -10.0% | +8.4% | -18.4% | -9.4% |
| 6M | -1.0% | +2.8% | -3.8% | 0.0% |
| YTD | +7.0% | +7.5% | -0.5% | +5.6% |
| 1Y | +16.6% | +12.5% | +4.1% | +16.7% |
| All | +16.6% | +15.1% | +1.5% | +16.7% |
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 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