-16.4%
GFS vs Z
-69.1%
+52.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.7% | +6.7% |
| 7D | -7.8% | -4.6% | -3.3% | -7.1% |
| 30D | -19.7% | +8.3% | -28.0% | -21.6% |
| 3M | -23.1% | -11.6% | -11.5% | -22.2% |
| 6M | -46.4% | -33.6% | -12.7% | -42.4% |
| YTD | +11.0% | -56.7% | +67.7% | +30.9% |
| 1Y | +12.6% | -59.1% | +71.8% | +34.9% |
| 3Y | -24.9% | -20.4% | -4.6% | -29.8% |
| 5Y | -39.1% | -55.3% | +16.2% | -41.5% |
| All | -16.4% | -69.1% | +52.6% | -22.9% |
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