+81.9%
GSK vs STZ
-13.0%
+95.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -3.6% | -6.0% | +2.4% | -2.3% |
| 30D | -5.9% | -8.9% | +3.0% | -4.2% |
| 3M | -4.3% | -12.6% | +8.3% | -1.7% |
| 6M | -10.8% | -17.2% | +6.4% | -7.6% |
| YTD | +1.8% | -10.0% | +11.8% | +3.4% |
| 1Y | +23.5% | -14.3% | +37.8% | +26.5% |
| 3Y | +49.5% | -49.9% | +99.4% | +69.6% |
| 5Y | +49.7% | -38.2% | +87.9% | +61.0% |
| 10Y | +81.9% | -12.0% | +93.9% | +74.0% |
| All | +81.9% | -13.0% | +95.0% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling