+12.5%
STZ vs GME
+483.4%
-470.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +5.3% | +4.8% | +0.6% | +5.3% |
| 30D | +19.6% | -4.3% | +23.8% | +19.7% |
| 3M | +10.0% | +35.3% | -25.4% | +9.5% |
| 6M | -0.3% | +4.7% | -5.0% | -0.4% |
| YTD | +8.6% | +26.6% | -18.1% | +8.1% |
| 1Y | +16.6% | +18.3% | -1.7% | +16.2% |
| 3Y | -34.8% | +102.8% | -137.6% | -36.8% |
| 5Y | -27.8% | -48.9% | +21.1% | -29.3% |
| 10Y | +12.5% | +480.5% | -468.0% | -21.9% |
| All | +12.5% | +483.4% | -470.9% | -21.9% |
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