-36.1%
STZ vs GGLL
+198.0%
-234.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.5% | -1.2% | +5.1% |
| 7D | +13.0% | -23.1% | +36.1% | +14.0% |
| 30D | +29.4% | -32.9% | +62.3% | +31.3% |
| 3M | +11.6% | -44.9% | +56.5% | +14.2% |
| 6M | -0.2% | -49.5% | +49.3% | +2.3% |
| YTD | +8.6% | -28.9% | +37.5% | +9.0% |
| 1Y | +15.9% | -12.2% | +28.1% | +15.0% |
| 3Y | -35.4% | +163.5% | -198.9% | -43.2% |
| All | -36.1% | +198.0% | -234.1% | -45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling