-61.1%
GTLB vs STZ
-28.3%
-32.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | -9.6% | -0.9% | -8.7% | -9.4% |
| 30D | -15.5% | +14.9% | -30.4% | -19.1% |
| 3M | +12.4% | +8.4% | +3.9% | +9.4% |
| 6M | +84.6% | +2.8% | +81.7% | +81.8% |
| YTD | +26.1% | +7.5% | +18.6% | +18.6% |
| 1Y | +1.7% | +12.5% | -10.8% | -6.4% |
| 3Y | +6.1% | -35.4% | +41.5% | +22.0% |
| 5Y | -61.1% | -29.3% | -31.8% | -56.9% |
| All | -61.1% | -28.3% | -32.9% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling