-9.7%
STZ vs GPC
+80.7%
-90.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | -1.9% | +1.2% | -3.1% | -2.4% |
| 30D | -1.9% | +6.0% | -7.8% | -3.9% |
| 3M | -6.2% | +42.6% | -48.9% | -18.2% |
| 6M | -14.0% | +22.8% | -36.8% | -21.0% |
| YTD | -5.1% | +15.5% | -20.6% | -11.8% |
| 1Y | -9.6% | +2.0% | -11.6% | -11.9% |
| 3Y | -47.2% | -1.4% | -45.8% | -49.5% |
| 5Y | -33.6% | +30.6% | -64.2% | -45.0% |
| All | -9.7% | +80.7% | -90.4% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling