-28.4%
STZ vs GPC
+6.4%
-34.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +0.9% | -0.2% |
| 7D | +11.8% | +1.7% | +10.1% | +11.3% |
| 30D | +26.0% | -2.3% | +28.3% | +26.7% |
| 3M | +11.5% | -4.5% | +16.0% | +12.9% |
| 6M | -2.0% | +21.6% | -23.5% | -7.2% |
| YTD | +7.9% | +4.0% | +3.8% | +4.9% |
| 1Y | +13.9% | +3.5% | +10.4% | +11.0% |
| 3Y | -35.8% | +2.1% | -38.0% | -39.0% |
| 5Y | -28.4% | +5.5% | -33.9% | -34.3% |
| All | -28.4% | +6.4% | -34.9% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling