+401.3%
GH vs Z
-18.6%
+419.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.4% | +1.1% |
| 7D | -0.1% | -3.0% | +2.9% | +1.0% |
| 30D | -1.1% | -4.2% | +3.1% | -0.3% |
| 3M | +21.3% | -3.7% | +25.0% | +21.2% |
| 6M | +73.5% | -24.5% | +98.0% | +90.4% |
| YTD | +58.0% | -49.3% | +107.3% | +102.5% |
| 1Y | +163.1% | -58.7% | +221.7% | +263.0% |
| 3Y | +361.0% | -34.1% | +395.2% | +385.9% |
| 5Y | +22.5% | -64.5% | +87.1% | +51.7% |
| All | +401.3% | -18.6% | +419.9% | +305.5% |
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