-14.1%
STZ vs GNRC
+422.3%
-436.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.8% |
| 7D | -7.4% | +4.8% | -12.2% | -8.0% |
| 30D | -10.9% | -10.4% | -0.5% | -9.7% |
| 3M | -13.4% | -28.5% | +15.0% | -10.1% |
| 6M | -16.2% | -6.8% | -9.4% | -16.8% |
| YTD | -10.4% | +39.5% | -49.9% | -16.9% |
| 1Y | -14.8% | +3.4% | -18.2% | -17.6% |
| 3Y | -50.1% | +65.1% | -115.3% | -56.3% |
| 5Y | -38.8% | -57.1% | +18.3% | -35.3% |
| 10Y | -14.1% | +432.5% | -446.6% | -53.0% |
| All | -14.1% | +422.3% | -436.4% | -53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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