+11,247.2%
STZ vs GAP
+598.4%
+10,648.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.0% | -2.7% | +4.1% |
| 7D | +13.0% | +8.0% | +5.0% | +11.6% |
| 30D | +29.4% | +2.7% | +26.7% | +28.8% |
| 3M | +11.6% | +16.0% | -4.4% | +8.6% |
| 6M | -0.2% | +2.0% | -2.2% | -1.3% |
| YTD | +8.6% | -4.4% | +13.0% | +7.9% |
| 1Y | +15.9% | +9.2% | +6.7% | +12.7% |
| 3Y | -35.4% | +84.7% | -120.2% | -45.1% |
| 5Y | -26.9% | +17.9% | -44.8% | -36.2% |
| 10Y | +7.8% | +30.3% | -22.5% | -17.5% |
| All | +11,247.2% | +598.4% | +10,648.8% | +5,972.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling