+393.1%
GH vs Z
-27.8%
+421.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.8% | +1.5% | +3.7% |
| 7D | -7.0% | -5.2% | -1.8% | -5.3% |
| 30D | -5.2% | +5.7% | -10.9% | -8.5% |
| 3M | -5.8% | -8.7% | +3.0% | -5.1% |
| 6M | +65.9% | -26.0% | +91.9% | +80.8% |
| YTD | +55.5% | -55.0% | +110.5% | +105.0% |
| 1Y | +64.2% | -58.0% | +122.2% | +121.8% |
| 3Y | +606.0% | -15.2% | +621.2% | +547.7% |
| 5Y | +47.3% | -53.8% | +101.1% | +67.7% |
| All | +393.1% | -27.8% | +421.0% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling