-14.3%
STZ vs GFI
+34.7%
-49.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -6.0% | +4.7% | -10.7% | -6.2% |
| 30D | -8.9% | +14.4% | -23.3% | -9.3% |
| 3M | -12.6% | +32.5% | -45.1% | -13.5% |
| 6M | -17.2% | -7.2% | -10.1% | -17.5% |
| YTD | -10.0% | +10.9% | -20.9% | -11.7% |
| 1Y | -14.3% | +35.5% | -49.8% | -14.9% |
| All | -14.3% | +34.7% | -49.0% | -14.9% |
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