+627.7%
GEV vs Z
-35.1%
+662.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +3.2% | -7.1% | +10.2% | +4.3% |
| 30D | -4.0% | -4.8% | +0.8% | -3.6% |
| 3M | +3.4% | -9.3% | +12.7% | +4.5% |
| 6M | +14.7% | -29.0% | +43.7% | +21.7% |
| YTD | +45.8% | -52.9% | +98.7% | +69.1% |
| 1Y | +57.4% | -63.1% | +120.5% | +94.5% |
| All | +627.7% | -35.1% | +662.8% | +618.6% |
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 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