+16.3%
STZ vs GME
+475.1%
-458.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.7% |
| 7D | +2.6% | +2.9% | -0.3% | +2.5% |
| 30D | +15.2% | -4.8% | +20.0% | +15.3% |
| 3M | +7.6% | +39.2% | -31.6% | +7.1% |
| 6M | +5.3% | +17.1% | -11.8% | +5.0% |
| YTD | +8.6% | +28.7% | -20.1% | +8.2% |
| 1Y | +15.6% | +23.3% | -7.8% | +15.1% |
| 3Y | -35.2% | +112.9% | -148.1% | -37.2% |
| 5Y | -29.1% | -48.8% | +19.7% | -30.6% |
| All | +16.3% | +475.1% | -458.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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