+16.6%
STZ vs GAP
-5.7%
+22.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +5.3% | -0.1% | +5.4% | +5.3% |
| 30D | +19.6% | -5.4% | +25.0% | +20.3% |
| 3M | +10.0% | +2.9% | +7.1% | +9.1% |
| 6M | -0.3% | -4.4% | +4.2% | -0.6% |
| YTD | +8.6% | -11.6% | +20.1% | +8.4% |
| 1Y | +16.6% | -6.0% | +22.6% | +14.8% |
| All | +16.6% | -5.7% | +22.3% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling