-47.3%
STZ vs GNRC
+61.5%
-108.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -0.9% |
| 7D | -1.9% | +1.9% | -3.9% | -2.1% |
| 30D | -1.9% | -13.8% | +11.9% | -0.9% |
| 3M | -6.2% | -32.6% | +26.4% | -3.8% |
| 6M | -14.0% | -15.2% | +1.2% | -14.0% |
| YTD | -5.1% | +37.4% | -42.5% | -11.4% |
| 1Y | -9.6% | +5.1% | -14.7% | -12.9% |
| All | -47.3% | +61.5% | -108.7% | -52.9% |
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