+155.6%
GS vs Z
-53.4%
+209.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.4% |
| 7D | +5.9% | +0.8% | +5.0% | +5.6% |
| 30D | +4.3% | +5.2% | -0.9% | +2.9% |
| 3M | -11.7% | -17.0% | +5.4% | -9.1% |
| 6M | -3.2% | -22.7% | +19.5% | +0.6% |
| YTD | +5.8% | -56.3% | +62.1% | +22.4% |
| 1Y | +16.0% | -57.7% | +73.7% | +34.8% |
| 3Y | +199.8% | -16.5% | +216.3% | +194.6% |
| All | +155.6% | -53.4% | +209.0% | +156.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling