+155.6%
GS vs STZ
-29.4%
+184.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +5.9% | +2.6% | +3.3% | +5.3% |
| 30D | +4.3% | +15.2% | -10.9% | +1.3% |
| 3M | -11.7% | +7.6% | -19.3% | -13.1% |
| 6M | -3.2% | +5.3% | -8.4% | -4.6% |
| YTD | +5.8% | +8.6% | -2.8% | +2.1% |
| 1Y | +16.0% | +15.6% | +0.5% | +9.8% |
| 3Y | +199.8% | -35.2% | +234.9% | +231.4% |
| All | +155.6% | -29.4% | +184.9% | +169.5% |
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