-9.6%
STZ vs GFI
+45.3%
-54.8%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -1.9% | +3.1% | -5.1% | -2.0% |
| 30D | -1.9% | +27.1% | -29.0% | -2.8% |
| 3M | -6.2% | +21.2% | -27.4% | -7.0% |
| 6M | -14.0% | -4.5% | -9.5% | -14.4% |
| YTD | -5.1% | +11.7% | -16.8% | -6.9% |
| 1Y | -9.6% | +46.0% | -55.6% | -10.3% |
| All | -9.6% | +45.3% | -54.8% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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