-19.4%
GFS vs Z
-33.7%
+14.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | +1.0% | -3.0% | +4.0% | +1.4% |
| 30D | -8.6% | -4.2% | -4.4% | -8.3% |
| 3M | -46.5% | -3.7% | -42.8% | -46.5% |
| 6M | -4.8% | -24.5% | +19.7% | -0.5% |
| YTD | +29.7% | -49.3% | +79.0% | +46.9% |
| 1Y | +35.8% | -58.7% | +94.5% | +62.2% |
| All | -19.4% | -33.7% | +14.4% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling