+101.8%
GSK vs STZ
+11.6%
+90.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +5.2% | +5.3% | -0.1% | +4.0% |
| 30D | +10.2% | +19.6% | -9.4% | +6.0% |
| 3M | -0.9% | +10.0% | -10.9% | -3.1% |
| 6M | +3.5% | -0.3% | +3.7% | +3.1% |
| YTD | +7.2% | +8.6% | -1.3% | +4.6% |
| 1Y | +12.0% | +16.6% | -4.6% | +7.5% |
| 3Y | +67.3% | -34.8% | +102.1% | +79.7% |
| 5Y | +45.3% | -27.8% | +73.1% | +51.2% |
| 10Y | +101.8% | +12.5% | +89.3% | +85.1% |
| All | +101.8% | +11.6% | +90.2% | +85.1% |
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