+393.9%
GH vs Z
-26.5%
+420.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -1.2% |
| 7D | -1.2% | -11.6% | +10.3% | +3.7% |
| 30D | -3.7% | -8.5% | +4.8% | -1.2% |
| 3M | +21.7% | -7.9% | +29.6% | +23.6% |
| 6M | +75.7% | -29.1% | +104.8% | +97.6% |
| YTD | +55.7% | -54.2% | +109.9% | +107.8% |
| 1Y | +181.1% | -63.5% | +244.7% | +308.7% |
| 3Y | +371.6% | -38.6% | +410.2% | +410.3% |
| 5Y | +23.2% | -66.0% | +89.2% | +55.4% |
| All | +393.9% | -26.5% | +420.4% | +316.1% |
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 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