+11,247.2%
STZ vs GPC
+1,707.4%
+9,539.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.7% | +3.6% | +4.7% |
| 7D | +13.0% | +4.1% | +8.9% | +11.3% |
| 30D | +29.4% | +0.1% | +29.3% | +29.3% |
| 3M | +11.6% | -3.9% | +15.5% | +13.2% |
| 6M | -0.2% | +24.4% | -24.6% | -9.0% |
| YTD | +8.6% | +5.7% | +2.9% | +4.0% |
| 1Y | +15.9% | +6.8% | +9.2% | +10.7% |
| 3Y | -35.4% | +3.8% | -39.2% | -39.5% |
| 5Y | -26.9% | +9.2% | -36.1% | -34.2% |
| 10Y | +7.8% | +93.8% | -86.0% | -27.2% |
| All | +11,247.2% | +1,707.4% | +9,539.8% | +3,706.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling