+486.7%
GS vs Z
-14.9%
+501.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.1% | +0.1% |
| 7D | -3.2% | -4.6% | +1.3% | -2.5% |
| 30D | -2.4% | +8.3% | -10.7% | -4.2% |
| 3M | -15.7% | -11.6% | -4.1% | -14.5% |
| 6M | -6.8% | -33.6% | +26.9% | -0.9% |
| YTD | -0.1% | -56.7% | +56.6% | +14.0% |
| 1Y | +12.1% | -59.1% | +71.2% | +28.9% |
| 3Y | +185.8% | -20.4% | +206.2% | +184.3% |
| 5Y | +140.1% | -55.3% | +195.4% | +151.9% |
| All | +486.7% | -14.9% | +501.6% | +371.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling