+170.5%
GM vs Z
-36.5%
+207.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.6% | -1.4% |
| 7D | -2.4% | -6.0% | +3.6% | -1.3% |
| 30D | -1.1% | -2.3% | +1.2% | -0.9% |
| 3M | +6.1% | -0.6% | +6.7% | +5.6% |
| 6M | +15.0% | -27.6% | +42.6% | +21.6% |
| YTD | +6.0% | -52.4% | +58.3% | +21.3% |
| 1Y | +47.1% | -63.6% | +110.7% | +77.4% |
| 3Y | +170.5% | -36.4% | +206.9% | +182.7% |
| All | +170.5% | -36.5% | +207.0% | +182.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling