+432.2%
GS vs Z
+9.5%
+422.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -10.6% | +4.3% | -4.5% |
| 7D | -6.3% | -2.3% | -4.1% | -6.0% |
| 30D | -3.1% | +9.4% | -12.5% | -5.0% |
| 3M | -17.7% | -16.1% | -1.6% | -15.7% |
| 6M | -4.6% | -30.4% | +25.9% | +0.6% |
| YTD | +0.3% | -55.6% | +55.9% | +13.7% |
| 1Y | +11.7% | -58.5% | +70.2% | +28.0% |
| 3Y | +183.6% | -19.6% | +203.2% | +181.6% |
| 5Y | +141.0% | -54.1% | +195.1% | +151.8% |
| 10Y | +507.4% | -12.1% | +519.5% | +380.9% |
| All | +432.2% | +9.5% | +422.6% | +289.6% |
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 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