-37.0%
STZ vs GFI
+210.4%
-247.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -1.9% |
| 7D | +4.9% | +19.0% | -14.1% | +4.2% |
| 30D | +20.9% | +11.8% | +9.1% | +20.3% |
| 3M | +8.0% | +7.3% | +0.7% | +7.4% |
| 6M | -5.3% | -13.3% | +8.0% | -5.1% |
| YTD | +5.9% | -5.6% | +11.5% | +5.1% |
| 1Y | +14.2% | +9.2% | +5.0% | +12.6% |
| 3Y | -37.0% | +213.7% | -250.7% | -42.5% |
| All | -37.0% | +210.4% | -247.3% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling