+52.4%
GEV vs Z
-54.2%
+106.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +9.4% | -18.7% | -7.9% |
| 7D | -5.1% | +10.2% | -15.3% | -3.6% |
| 30D | -15.8% | +23.7% | -39.5% | -13.6% |
| 3M | -18.2% | -6.6% | -11.6% | -17.6% |
| 6M | -22.4% | -23.0% | +0.6% | -19.9% |
| YTD | +27.7% | -50.3% | +78.0% | +32.5% |
| 1Y | +52.4% | -53.6% | +105.9% | +60.6% |
| All | +52.4% | -54.2% | +106.5% | +60.6% |
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