+23.8%
GH vs Z
-67.0%
+90.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.4% | +6.2% | +2.7% |
| 7D | -2.1% | -3.3% | +1.2% | -0.8% |
| 30D | -4.5% | -3.7% | -0.7% | -4.0% |
| 3M | +28.9% | -7.0% | +35.9% | +30.5% |
| 6M | +76.5% | -29.5% | +106.0% | +101.8% |
| YTD | +57.6% | -52.6% | +110.2% | +114.7% |
| 1Y | +167.5% | -64.0% | +231.5% | +312.2% |
| 3Y | +377.4% | -36.4% | +413.8% | +400.1% |
| 5Y | +23.8% | -65.8% | +89.6% | +31.4% |
| All | +23.8% | -67.0% | +90.8% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling