-46.8%
STZ vs GPC
-1.1%
-45.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-04 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | -1.9% | +1.2% | -3.1% | -2.2% |
| 30D | -1.9% | +6.0% | -7.8% | -3.1% |
| 3M | -6.2% | +42.6% | -48.9% | -13.3% |
| 6M | -14.0% | +22.8% | -36.8% | -18.1% |
| YTD | -5.1% | +15.5% | -20.6% | -9.6% |
| 1Y | -9.6% | +2.0% | -11.6% | -11.2% |
| All | -46.8% | -1.1% | -45.8% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2023-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
2023-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling