-63.1%
Z vs GFI
+34.7%
-97.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.7% |
| 7D | -7.1% | +4.7% | -11.8% | -7.2% |
| 30D | -4.8% | +14.4% | -19.2% | -5.2% |
| 3M | -9.3% | +32.5% | -41.9% | -10.0% |
| 6M | -29.0% | -7.2% | -21.8% | -29.9% |
| YTD | -52.9% | +10.9% | -63.7% | -53.6% |
| 1Y | -63.1% | +35.5% | -98.6% | -63.3% |
| All | -63.1% | +34.7% | -97.8% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling