+643.2%
GEV vs Z
-34.7%
+677.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -6.4% | +9.6% | +4.1% |
| 7D | +8.1% | -3.3% | +11.4% | +8.6% |
| 30D | -1.9% | -3.7% | +1.8% | -1.7% |
| 3M | +4.1% | -7.0% | +11.0% | +4.6% |
| 6M | +23.2% | -29.5% | +52.7% | +31.0% |
| YTD | +48.9% | -52.6% | +101.5% | +72.5% |
| 1Y | +62.2% | -64.0% | +126.2% | +102.1% |
| All | +643.2% | -34.7% | +677.8% | +633.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling