+526.6%
GEV vs Z
-41.9%
+568.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.5% |
| 7D | +6.2% | -4.9% | +11.1% | +6.9% |
| 30D | -18.4% | +3.0% | -21.4% | -19.3% |
| 3M | -21.2% | -13.4% | -7.8% | -20.5% |
| 6M | -23.6% | -27.3% | +3.8% | -20.3% |
| YTD | +25.5% | -57.8% | +83.3% | +46.7% |
| 1Y | +42.6% | -60.0% | +102.6% | +68.9% |
| All | +526.6% | -41.9% | +568.5% | +523.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling