+102.5%
GD vs Z
-56.4%
+158.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +1.9% |
| 7D | -1.9% | -6.5% | +4.6% | -1.5% |
| 30D | +10.9% | -0.1% | +11.0% | +10.7% |
| 3M | -6.8% | -14.1% | +7.4% | -6.1% |
| 6M | +7.0% | -30.1% | +37.1% | +9.2% |
| YTD | +11.1% | -57.5% | +68.6% | +17.4% |
| 1Y | +7.0% | -60.3% | +67.4% | +13.6% |
| 3Y | +59.9% | -21.0% | +81.0% | +58.8% |
| 5Y | +102.5% | -54.9% | +157.4% | +101.4% |
| All | +102.5% | -56.4% | +158.9% | +101.4% |
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 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