-35.2%
STZ vs GFI
+214.8%
-250.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.6% | -8.7% | +11.3% | +2.9% |
| 30D | +15.2% | +0.6% | +14.6% | +15.1% |
| 3M | +7.6% | -7.5% | +15.1% | +7.7% |
| 6M | +5.3% | -18.3% | +23.6% | +5.7% |
| YTD | +8.6% | -13.8% | +22.4% | +8.1% |
| 1Y | +15.6% | -8.8% | +24.4% | +14.8% |
| 3Y | -35.2% | +215.8% | -251.0% | -41.5% |
| All | -35.2% | +214.8% | -250.0% | -41.5% |
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