-28.4%
STZ vs GAP
+8.2%
-36.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.6% | +5.0% | -0.1% |
| 7D | +11.8% | -2.1% | +13.9% | +12.0% |
| 30D | +26.0% | -5.1% | +31.1% | +26.5% |
| 3M | +11.5% | +9.8% | +1.8% | +10.2% |
| 6M | -2.0% | -3.6% | +1.7% | -2.1% |
| YTD | +7.9% | -9.8% | +17.7% | +8.0% |
| 1Y | +13.9% | -1.5% | +15.4% | +13.0% |
| 3Y | -35.8% | +74.3% | -110.2% | -41.4% |
| 5Y | -28.4% | +9.9% | -38.4% | -33.6% |
| All | -28.4% | +8.2% | -36.6% | -33.6% |
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