-44.1%
STZ vs GGLL
+328.7%
-372.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.6% |
| 7D | -1.9% | -4.8% | +2.9% | -1.7% |
| 30D | -1.9% | -13.7% | +11.8% | -1.2% |
| 3M | -6.2% | -21.9% | +15.6% | -5.4% |
| 6M | -14.0% | +11.7% | -25.7% | -14.9% |
| YTD | -5.1% | +2.3% | -7.4% | -5.9% |
| 1Y | -9.6% | +76.2% | -85.7% | -13.1% |
| 3Y | -47.2% | +245.0% | -292.2% | -53.7% |
| All | -44.1% | +328.7% | -372.8% | -52.6% |
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