-14.8%
STZ vs GNRC
+5.0%
-19.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -5.6% |
| 7D | -7.4% | +4.8% | -12.2% | -7.4% |
| 30D | -10.9% | -10.4% | -0.5% | -10.9% |
| 3M | -13.4% | -28.5% | +15.0% | -13.3% |
| 6M | -16.2% | -6.8% | -9.4% | -17.2% |
| YTD | -10.4% | +39.5% | -49.9% | -17.5% |
| 1Y | -14.8% | +3.4% | -18.2% | -19.0% |
| All | -14.8% | +5.0% | -19.7% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling