+15.1%
STZ vs GAP
+3.7%
+11.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.7% |
| 7D | -0.9% | -9.3% | +8.4% | +0.5% |
| 30D | +14.9% | -5.5% | +20.4% | +15.8% |
| 3M | +8.4% | +3.5% | +4.9% | +7.4% |
| 6M | +2.8% | +0.7% | +2.1% | +1.9% |
| YTD | +7.5% | -13.4% | +20.9% | +8.4% |
| 1Y | +12.5% | -7.7% | +20.2% | +12.2% |
| 3Y | -35.4% | +74.4% | -109.8% | -45.1% |
| 5Y | -29.3% | +5.3% | -34.6% | -37.0% |
| All | +15.1% | +3.7% | +11.4% | -19.7% |
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