+141.0%
GS vs STZ
-27.7%
+168.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.7% | -6.2% |
| 7D | -6.3% | +11.8% | -18.1% | -8.4% |
| 30D | -3.1% | +26.0% | -29.1% | -7.7% |
| 3M | -17.7% | +11.5% | -29.2% | -19.7% |
| 6M | -4.6% | -2.0% | -2.6% | -4.3% |
| YTD | +0.3% | +7.9% | -7.6% | -3.0% |
| 1Y | +11.7% | +13.9% | -2.2% | +6.1% |
| 3Y | +183.6% | -35.8% | +219.4% | +214.5% |
| 5Y | +141.0% | -28.4% | +169.4% | +149.1% |
| All | +141.0% | -27.7% | +168.7% | +149.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling