-5.3%
STZ vs GNRC
-33.7%
+28.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -1.5% |
| 7D | +4.9% | -10.7% | +15.6% | +3.5% |
| 30D | +20.9% | -20.1% | +41.0% | +18.4% |
| 3M | +8.0% | -16.3% | +24.3% | +6.1% |
| 6M | -5.3% | -33.9% | +28.6% | -9.2% |
| All | -5.3% | -33.7% | +28.4% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling