+1,145.2%
STZ vs GME
+1,082.6%
+62.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.9% | +7.2% | -9.1% | -2.2% |
| 30D | -1.9% | +0.8% | -2.7% | -1.9% |
| 3M | -6.2% | -14.0% | +7.7% | -5.8% |
| 6M | -14.0% | -19.7% | +5.7% | -13.4% |
| YTD | -5.1% | -4.6% | -0.5% | -5.1% |
| 1Y | -9.6% | -14.3% | +4.8% | -9.3% |
| 3Y | -47.2% | +4.0% | -51.3% | -50.3% |
| 5Y | -33.6% | -62.2% | +28.6% | -36.5% |
| 10Y | -9.8% | +241.4% | -251.1% | -51.4% |
| All | +1,145.2% | +1,082.6% | +62.5% | +444.9% |
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 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