+5.9%
GD vs Z
-59.5%
+65.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | -5.0% | -4.6% | -0.4% | -4.8% |
| 30D | +8.9% | +8.3% | +0.6% | +8.6% |
| 3M | -8.0% | -11.6% | +3.6% | -7.8% |
| 6M | +2.9% | -33.6% | +36.5% | +4.2% |
| YTD | +7.1% | -56.7% | +63.8% | +10.5% |
| 1Y | +5.9% | -59.1% | +65.1% | +9.4% |
| All | +5.9% | -59.5% | +65.5% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling