+620.7%
GEV vs Z
-30.2%
+650.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +3.3% | -3.0% | +6.3% | +3.8% |
| 30D | -7.5% | -4.2% | -3.3% | -7.0% |
| 3M | -2.2% | -3.7% | +1.5% | -1.9% |
| 6M | +12.1% | -24.5% | +36.6% | +18.0% |
| YTD | +44.4% | -49.3% | +93.7% | +65.7% |
| 1Y | +57.7% | -58.7% | +116.3% | +90.0% |
| All | +620.7% | -30.2% | +650.9% | +604.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling