-21.3%
GFS vs Z
-68.3%
+47.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -10.6% | +0.8% | -7.7% |
| 7D | -20.7% | -2.3% | -18.4% | -20.5% |
| 30D | -25.2% | +9.4% | -34.6% | -27.2% |
| 3M | -26.3% | -16.1% | -10.2% | -24.6% |
| 6M | -50.7% | -30.4% | -20.3% | -47.6% |
| YTD | +4.5% | -55.6% | +60.1% | +22.7% |
| 1Y | +2.5% | -58.5% | +61.0% | +22.5% |
| 3Y | -30.9% | -19.6% | -11.3% | -35.4% |
| 5Y | -42.6% | -54.1% | +11.5% | -45.2% |
| All | -21.3% | -68.3% | +47.0% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling