+457.2%
GS vs Z
-19.5%
+476.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.5% | +5.9% | +1.4% |
| 7D | +1.6% | -6.5% | +8.0% | +2.7% |
| 30D | +1.7% | -0.1% | +1.8% | +1.3% |
| 3M | -11.6% | -14.1% | +2.5% | -9.8% |
| 6M | -1.9% | -30.1% | +28.1% | +3.3% |
| YTD | +5.1% | -57.5% | +62.6% | +20.2% |
| 1Y | +16.4% | -60.3% | +76.7% | +34.6% |
| 3Y | +199.0% | -21.0% | +220.0% | +197.8% |
| 5Y | +157.4% | -54.9% | +212.3% | +169.8% |
| 10Y | +457.2% | -16.0% | +473.3% | +343.7% |
| All | +457.2% | -19.5% | +476.7% | +343.7% |
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 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