+1,002.0%
STZ vs GNRC
+1,963.7%
-961.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.6% | -4.4% | -2.1% |
| 7D | +4.9% | -10.7% | +15.6% | +6.2% |
| 30D | +20.9% | -20.1% | +41.0% | +23.8% |
| 3M | +8.0% | -16.3% | +24.3% | +9.5% |
| 6M | -5.3% | -33.9% | +28.6% | -1.7% |
| YTD | +5.9% | +29.6% | -23.7% | -1.2% |
| 1Y | +14.2% | +14.9% | -0.7% | +8.2% |
| 3Y | -37.0% | +72.5% | -109.5% | -45.0% |
| 5Y | -29.7% | -60.1% | +30.4% | -27.2% |
| 10Y | +5.2% | +375.3% | -370.2% | -30.8% |
| All | +1,002.0% | +1,963.7% | -961.7% | +391.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling