+2,064.0%
GS vs STZ
+2,202.6%
-138.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.9% | -1.9% | +2.9% | +1.6% |
| 30D | -1.6% | -1.9% | +0.3% | -1.2% |
| 3M | -4.5% | -6.2% | +1.8% | -3.1% |
| 6M | +20.9% | -14.0% | +34.9% | +25.7% |
| YTD | +19.9% | -5.1% | +25.0% | +19.8% |
| 1Y | +41.4% | -9.6% | +51.0% | +43.1% |
| 3Y | +239.2% | -47.2% | +286.4% | +305.3% |
| 5Y | +185.0% | -33.6% | +218.6% | +211.7% |
| 10Y | +655.0% | -9.8% | +664.7% | +620.5% |
| All | +2,064.0% | +2,202.6% | -138.5% | +764.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling