+518.8%
GEV vs Z
-40.5%
+559.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +1.2% |
| 7D | -3.0% | -13.1% | +10.1% | -1.4% |
| 30D | -18.9% | +5.9% | -24.7% | -20.0% |
| 3M | -20.1% | -13.7% | -6.4% | -19.2% |
| 6M | -24.6% | -27.1% | +2.5% | -21.3% |
| YTD | +24.0% | -56.8% | +80.8% | +44.5% |
| 1Y | +40.6% | -60.2% | +100.9% | +67.4% |
| All | +518.8% | -40.5% | +559.3% | +514.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling