+247.5%
GM vs Z
+7.8%
+239.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -1.1% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | +3.6% | +5.2% | -1.6% | +1.9% |
| 3M | -0.2% | -17.0% | +16.8% | +3.1% |
| 6M | +13.9% | -22.7% | +36.6% | +18.9% |
| YTD | +6.5% | -56.3% | +62.8% | +25.0% |
| 1Y | +20.7% | -57.7% | +78.3% | +42.5% |
| 3Y | +229.5% | -16.5% | +246.0% | +220.0% |
| 5Y | +41.5% | -53.4% | +94.9% | +48.8% |
| 10Y | +204.8% | -15.9% | +220.7% | +141.3% |
| All | +247.5% | +7.8% | +239.7% | +163.8% |
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