-4.6%
GS vs STZ
-2.1%
-2.4%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.7% | -6.5% |
| 7D | -6.3% | +11.8% | -18.1% | -4.1% |
| 30D | -3.1% | +26.0% | -29.1% | +1.4% |
| 3M | -17.7% | +11.5% | -29.2% | -15.6% |
| 6M | -4.6% | -2.0% | -2.6% | -1.6% |
| All | -4.6% | -2.1% | -2.4% | -1.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling