+254.6%
GM vs Z
+25.1%
+229.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.3% |
| 7D | +1.9% | -3.0% | +4.9% | +2.6% |
| 30D | -1.4% | -4.2% | +2.8% | -0.7% |
| 3M | +5.9% | -3.7% | +9.6% | +6.1% |
| 6M | +12.4% | -24.5% | +36.9% | +18.4% |
| YTD | +8.6% | -49.3% | +57.9% | +24.3% |
| 1Y | +52.6% | -58.7% | +111.3% | +82.2% |
| 3Y | +169.7% | -34.1% | +203.8% | +178.1% |
| 5Y | +87.5% | -64.5% | +152.1% | +106.1% |
| 10Y | +233.0% | -0.5% | +233.5% | +155.8% |
| All | +254.6% | +25.1% | +229.5% | +162.3% |
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