+173.9%
GH vs Z
-64.1%
+238.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | -0.2% | -7.1% | +6.9% | +1.2% |
| 30D | -2.6% | -4.8% | +2.1% | -2.3% |
| 3M | +25.1% | -9.3% | +34.4% | +26.5% |
| 6M | +78.5% | -29.0% | +107.5% | +89.9% |
| YTD | +59.4% | -52.9% | +112.3% | +79.5% |
| 1Y | +173.9% | -63.1% | +237.0% | +212.1% |
| All | +173.9% | -64.1% | +238.0% | +212.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling