+380.7%
GH vs Z
-30.7%
+411.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -8.2% | -13.1% | +4.9% | -2.8% |
| 30D | -4.9% | +5.9% | -10.8% | -8.3% |
| 3M | -6.2% | -13.7% | +7.4% | -3.5% |
| 6M | +60.0% | -27.1% | +87.2% | +75.4% |
| YTD | +51.5% | -56.8% | +108.3% | +102.9% |
| 1Y | +58.4% | -60.2% | +118.6% | +118.7% |
| 3Y | +617.2% | -19.7% | +636.9% | +573.0% |
| 5Y | +47.0% | -53.7% | +100.7% | +67.5% |
| All | +380.7% | -30.7% | +411.3% | +306.3% |
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