-29.4%
STZ vs GAP
+5.0%
-34.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.4% | -1.4% |
| 7D | +4.9% | -3.8% | +8.7% | +5.3% |
| 30D | +20.9% | -9.0% | +29.9% | +21.9% |
| 3M | +8.0% | +5.5% | +2.5% | +7.1% |
| 6M | -5.3% | -11.1% | +5.8% | -4.7% |
| YTD | +5.9% | -13.6% | +19.5% | +6.5% |
| 1Y | +14.2% | -2.9% | +17.1% | +13.5% |
| 3Y | -37.0% | +69.6% | -106.6% | -42.2% |
| All | -29.4% | +5.0% | -34.4% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling