-12.1%
GFS vs Z
-69.7%
+57.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.8% | +1.4% |
| 7D | -5.3% | -6.5% | +1.2% | -4.1% |
| 30D | -15.8% | -0.1% | -15.7% | -16.4% |
| 3M | -18.6% | -14.1% | -4.5% | -17.2% |
| 6M | -45.0% | -30.1% | -14.9% | -41.7% |
| YTD | +16.8% | -57.5% | +74.3% | +38.2% |
| 1Y | +17.8% | -60.3% | +78.1% | +42.0% |
| 3Y | -21.5% | -21.0% | -0.5% | -26.6% |
| 5Y | -29.3% | -54.9% | +25.6% | -31.8% |
| All | -12.1% | -69.7% | +57.5% | -18.6% |
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 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