+514.9%
GEV vs Z
-39.8%
+554.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.3% | -2.3% |
| 7D | +3.7% | +0.8% | +2.9% | +3.7% |
| 30D | -14.7% | +5.2% | -19.9% | -15.8% |
| 3M | -23.4% | -17.0% | -6.4% | -22.0% |
| 6M | -24.3% | -22.7% | -1.7% | -21.9% |
| YTD | +23.2% | -56.3% | +79.5% | +43.4% |
| 1Y | +44.2% | -57.7% | +101.9% | +68.9% |
| All | +514.9% | -39.8% | +554.7% | +509.4% |
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 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