+96.7%
GD vs Z
-54.8%
+151.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.6% | +8.3% | -1.6% |
| 7D | -3.9% | -2.3% | -1.6% | -3.8% |
| 30D | +8.1% | +9.4% | -1.3% | +7.2% |
| 3M | -6.8% | -16.1% | +9.3% | -5.9% |
| 6M | +3.0% | -30.4% | +33.4% | +5.2% |
| YTD | +7.8% | -55.6% | +63.4% | +13.5% |
| 1Y | +5.8% | -58.5% | +64.3% | +12.0% |
| 3Y | +55.3% | -19.6% | +74.9% | +54.1% |
| 5Y | +96.7% | -54.1% | +150.8% | +95.9% |
| All | +96.7% | -54.8% | +151.5% | +95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling