-9.7%
STZ vs GAP
+32.7%
-42.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.9% | -4.5% | +2.6% | -1.3% |
| 30D | -1.9% | +9.0% | -10.9% | -3.4% |
| 3M | -6.2% | +5.0% | -11.2% | -7.2% |
| 6M | -14.0% | -17.8% | +3.8% | -12.2% |
| YTD | -5.1% | -10.4% | +5.3% | -4.6% |
| 1Y | -9.6% | -3.4% | -6.2% | -10.5% |
| 3Y | -47.2% | +111.5% | -158.7% | -56.5% |
| 5Y | -33.6% | +8.8% | -42.4% | -41.1% |
| All | -9.7% | +32.7% | -42.4% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling