+185.7%
GS vs STZ
-33.3%
+219.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +0.9% | -1.9% | +2.9% | +1.4% |
| 30D | -1.6% | -1.9% | +0.3% | -1.3% |
| 3M | -4.5% | -6.2% | +1.8% | -3.6% |
| 6M | +20.9% | -14.0% | +34.9% | +24.4% |
| YTD | +19.9% | -5.1% | +25.0% | +19.1% |
| 1Y | +41.4% | -9.6% | +51.0% | +42.2% |
| 3Y | +239.2% | -47.2% | +286.4% | +298.4% |
| All | +185.7% | -33.3% | +219.0% | +203.3% |
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