+9,818.1%
STZ vs GFI
+922.5%
+8,895.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.7% |
| 3M | -6.2% | +21.2% | -27.4% | -7.0% |
| 6M | -14.0% | -4.5% | -9.5% | -14.1% |
| YTD | -5.1% | +11.7% | -16.8% | -5.9% |
| 1Y | -9.6% | +46.0% | -55.6% | -11.3% |
| 3Y | -47.2% | +309.6% | -356.8% | -50.3% |
| 5Y | -33.6% | +506.0% | -539.6% | -38.8% |
| 10Y | -9.8% | +1,009.2% | -1,019.0% | -19.8% |
| All | +9,818.1% | +922.5% | +8,895.6% | +9,162.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling