-52.0%
GTLB vs STZ
-36.0%
-16.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +11.1% | -1.9% | +13.0% | +11.6% |
| 30D | +37.8% | -1.9% | +39.7% | +38.5% |
| 3M | +61.6% | -6.2% | +67.8% | +64.0% |
| 6M | +98.9% | -14.0% | +112.9% | +105.3% |
| YTD | +32.8% | -5.1% | +37.9% | +29.9% |
| 1Y | +14.7% | -9.6% | +24.2% | +14.2% |
| 3Y | +1.3% | -47.2% | +48.6% | +29.0% |
| All | -52.0% | -36.0% | -16.0% | -47.3% |
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