-36.5%
STZ vs GGLL
+184.7%
-221.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.8% | -0.5% |
| 7D | +11.8% | -1.3% | +13.1% | +11.8% |
| 30D | +26.0% | -36.3% | +62.2% | +28.1% |
| 3M | +11.5% | -42.7% | +54.2% | +13.9% |
| 6M | -2.0% | -53.1% | +51.1% | +0.8% |
| YTD | +7.9% | -32.1% | +39.9% | +8.5% |
| 1Y | +13.9% | -20.1% | +34.0% | +13.5% |
| 3Y | -35.8% | +151.7% | -187.6% | -43.5% |
| All | -36.5% | +184.7% | -221.1% | -45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling