+97.2%
GD vs Z
-64.8%
+162.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.4% | -1.6% |
| 7D | -5.3% | -3.0% | -2.3% | -5.1% |
| 30D | -6.4% | -4.2% | -2.2% | -6.2% |
| 3M | +5.7% | -3.7% | +9.4% | +5.7% |
| 6M | -0.9% | -24.5% | +23.6% | +0.6% |
| YTD | +8.2% | -49.3% | +57.5% | +12.7% |
| 1Y | +13.4% | -58.7% | +72.1% | +19.7% |
| 3Y | +68.5% | -34.1% | +102.6% | +70.4% |
| All | +97.2% | -64.8% | +162.0% | +92.4% |
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