-9.9%
GTLB vs STZ
-50.3%
+40.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.6% | +0.2% | -4.9% |
| 7D | +4.6% | -7.4% | +12.0% | +5.2% |
| 30D | +21.0% | -10.9% | +31.9% | +22.2% |
| 3M | +51.7% | -13.4% | +65.1% | +53.3% |
| 6M | +89.3% | -16.2% | +105.5% | +90.8% |
| YTD | +25.6% | -10.4% | +36.1% | +23.9% |
| 1Y | -1.5% | -14.8% | +13.2% | -1.9% |
| 3Y | -9.9% | -50.1% | +40.2% | -3.0% |
| All | -9.9% | -50.3% | +40.4% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling