-46.8%
STZ vs GAP
+114.4%
-161.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.9% | -4.5% | +2.6% | -1.5% |
| 30D | -1.9% | +9.0% | -10.9% | -2.8% |
| 3M | -6.2% | +5.0% | -11.2% | -6.9% |
| 6M | -14.0% | -17.8% | +3.8% | -13.0% |
| YTD | -5.1% | -10.4% | +5.3% | -4.9% |
| 1Y | -9.6% | -3.4% | -6.2% | -10.1% |
| All | -46.8% | +114.4% | -161.3% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling