-37.0%
STZ vs GNRC
+69.2%
-106.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.9% |
| 7D | +4.9% | -10.7% | +15.6% | +5.2% |
| 30D | +20.9% | -20.1% | +41.0% | +21.8% |
| 3M | +8.0% | -16.3% | +24.3% | +8.5% |
| 6M | -5.3% | -33.9% | +28.6% | -3.7% |
| YTD | +5.9% | +29.6% | -23.7% | -1.4% |
| 1Y | +14.2% | +14.9% | -0.7% | +7.8% |
| 3Y | -37.0% | +72.5% | -109.5% | -45.3% |
| All | -37.0% | +69.2% | -106.2% | -45.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling