+536.1%
GS vs Z
+25.1%
+511.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | +0.9% | -3.0% | +3.9% | +1.5% |
| 30D | -1.6% | -4.2% | +2.6% | -1.0% |
| 3M | -4.5% | -3.7% | -0.8% | -4.4% |
| 6M | +20.9% | -24.5% | +45.4% | +25.9% |
| YTD | +19.9% | -49.3% | +69.2% | +33.5% |
| 1Y | +41.4% | -58.7% | +100.1% | +62.5% |
| 3Y | +239.2% | -34.1% | +273.3% | +249.7% |
| 5Y | +185.0% | -64.5% | +249.6% | +208.1% |
| 10Y | +655.0% | -0.5% | +655.4% | +486.9% |
| All | +536.1% | +25.1% | +511.0% | +357.3% |
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