-54.1%
GTLB vs STZ
-26.8%
-27.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.8% |
| 7D | -0.7% | +2.6% | -3.3% | -1.5% |
| 30D | -10.2% | +15.2% | -25.4% | -14.0% |
| 3M | +10.1% | +7.6% | +2.5% | +7.4% |
| 6M | +116.5% | +5.3% | +111.2% | +111.7% |
| YTD | +27.2% | +8.6% | +18.5% | +19.3% |
| 1Y | +8.6% | +15.6% | -7.0% | -1.1% |
| 3Y | +5.6% | -35.2% | +40.7% | +21.8% |
| 5Y | -61.8% | -29.1% | -32.7% | -58.7% |
| All | -54.1% | -26.8% | -27.3% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling