-35.4%
STZ vs GGLL
+163.2%
-198.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.5% | -1.2% | +5.2% |
| 7D | +13.0% | -23.1% | +36.1% | +13.3% |
| 30D | +29.4% | -32.9% | +62.3% | +30.2% |
| 3M | +11.6% | -44.9% | +56.5% | +12.6% |
| 6M | -0.2% | -49.5% | +49.3% | +0.9% |
| YTD | +8.6% | -28.9% | +37.5% | +8.8% |
| 1Y | +15.9% | -12.2% | +28.1% | +15.8% |
| All | -35.4% | +163.2% | -198.6% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling