+1,315.5%
STZ vs GME
+1,391.9%
-76.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.2% | -0.5% |
| 7D | +11.8% | +0.7% | +11.1% | +11.8% |
| 30D | +26.0% | -2.4% | +28.4% | +26.1% |
| 3M | +11.5% | +27.1% | -15.6% | +10.4% |
| 6M | -2.0% | -0.2% | -1.7% | -2.1% |
| YTD | +7.9% | +20.4% | -12.5% | +6.8% |
| 1Y | +13.9% | +9.8% | +4.1% | +13.2% |
| 3Y | -35.8% | +74.3% | -110.1% | -40.8% |
| 5Y | -28.4% | -54.7% | +26.2% | -32.0% |
| 10Y | +7.1% | +482.0% | -475.0% | -45.5% |
| All | +1,315.5% | +1,391.9% | -76.4% | +513.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling