+165.2%
GD vs Z
-16.5%
+181.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.2% |
| 7D | +2.7% | +0.8% | +1.8% | +2.5% |
| 30D | +8.6% | +5.2% | +3.4% | +7.8% |
| 3M | -7.1% | -17.0% | +10.0% | -5.8% |
| 6M | +7.5% | -22.7% | +30.1% | +9.3% |
| YTD | +9.9% | -56.3% | +66.2% | +17.5% |
| 1Y | +7.6% | -57.7% | +65.2% | +15.2% |
| 3Y | +56.2% | -16.5% | +72.8% | +53.3% |
| 5Y | +100.6% | -53.4% | +154.0% | +102.8% |
| All | +165.2% | -16.5% | +181.7% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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