-37.0%
STZ vs GME
+79.6%
-116.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.9% | -5.7% | -1.8% |
| 7D | +4.9% | +3.7% | +1.2% | +4.9% |
| 30D | +20.9% | +2.2% | +18.7% | +20.9% |
| 3M | +8.0% | +30.6% | -22.6% | +8.0% |
| 6M | -5.3% | -0.2% | -5.1% | -5.3% |
| YTD | +5.9% | +25.1% | -19.2% | +6.0% |
| 1Y | +14.2% | +17.7% | -3.4% | +14.2% |
| 3Y | -37.0% | +85.7% | -122.6% | -37.4% |
| All | -37.0% | +79.6% | -116.5% | -37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling