+380.9%
GH vs Z
-32.2%
+413.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.3% | +1.0% |
| 7D | +0.9% | -4.9% | +5.9% | +3.0% |
| 30D | -4.5% | +3.0% | -7.4% | -6.9% |
| 3M | -6.2% | -13.4% | +7.2% | -3.6% |
| 6M | +55.0% | -27.3% | +82.3% | +70.0% |
| YTD | +51.6% | -57.8% | +109.4% | +104.9% |
| 1Y | +58.3% | -60.0% | +118.3% | +118.0% |
| 3Y | +617.6% | -21.5% | +639.1% | +579.5% |
| 5Y | +49.2% | -55.0% | +104.2% | +71.8% |
| All | +380.9% | -32.2% | +413.2% | +310.2% |
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