+15.1%
STZ vs GNRC
+380.1%
-364.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.7% | -1.8% |
| 7D | -0.9% | +2.5% | -3.4% | -1.4% |
| 30D | +14.9% | -11.2% | +26.1% | +16.1% |
| 3M | +8.4% | -10.1% | +18.6% | +8.9% |
| 6M | +2.8% | -28.5% | +31.3% | +5.7% |
| YTD | +7.5% | +42.3% | -34.7% | -1.4% |
| 1Y | +12.5% | +22.8% | -10.3% | +5.3% |
| 3Y | -35.4% | +87.3% | -122.8% | -44.9% |
| 5Y | -29.3% | -56.9% | +27.6% | -25.3% |
| All | +15.1% | +380.1% | -364.9% | -38.6% |
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