+12.6%
GTLB vs STZ
+14.7%
-2.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.3% | -5.3% | +0.7% |
| 7D | -9.7% | +13.0% | -22.6% | -8.2% |
| 30D | +1.7% | +29.4% | -27.7% | +4.6% |
| 3M | +43.6% | +11.6% | +32.0% | +45.1% |
| 6M | +113.0% | -0.2% | +113.2% | +108.8% |
| YTD | +39.5% | +8.6% | +31.0% | +34.1% |
| 1Y | +12.6% | +15.9% | -3.3% | +11.4% |
| All | +12.6% | +14.7% | -2.1% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling