-10.3%
GFS vs Z
-68.8%
+58.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.5% | -6.2% | -3.4% |
| 7D | +7.4% | +0.8% | +6.5% | +7.1% |
| 30D | -15.3% | +5.2% | -20.5% | -16.8% |
| 3M | -21.1% | -17.0% | -4.1% | -19.0% |
| 6M | -44.5% | -22.7% | -21.8% | -42.6% |
| YTD | +19.2% | -56.3% | +75.5% | +40.3% |
| 1Y | +27.2% | -57.7% | +84.9% | +50.8% |
| 3Y | -20.1% | -16.5% | -3.6% | -26.3% |
| 5Y | -25.6% | -53.4% | +27.8% | -28.5% |
| All | -10.3% | -68.8% | +58.5% | -17.4% |
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