+606.9%
GEV vs Z
-36.9%
+643.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.4% |
| 7D | -1.9% | -11.6% | +9.7% | -0.1% |
| 30D | -8.7% | -8.5% | -0.2% | -7.7% |
| 3M | +6.6% | -7.9% | +14.5% | +7.2% |
| 6M | +10.2% | -29.1% | +39.3% | +16.8% |
| YTD | +41.6% | -54.2% | +95.8% | +65.0% |
| 1Y | +43.9% | -63.5% | +107.4% | +77.7% |
| All | +606.9% | -36.9% | +643.8% | +601.2% |
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