-46.4%
GFS vs Z
-34.5%
-11.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.7% | +5.7% |
| 7D | -7.8% | -4.6% | -3.3% | -7.9% |
| 30D | -19.7% | +8.3% | -28.0% | -16.7% |
| 3M | -23.1% | -11.6% | -11.5% | -25.4% |
| 6M | -46.4% | -33.6% | -12.7% | -44.0% |
| All | -46.4% | -34.5% | -11.9% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling