+24.7%
Z vs GPC
+116.4%
-91.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.7% |
| 7D | -3.0% | +1.2% | -4.2% | -3.5% |
| 30D | -4.2% | +6.0% | -10.1% | -6.8% |
| 3M | -3.7% | +42.6% | -46.3% | -19.6% |
| 6M | -24.5% | +22.8% | -47.3% | -32.3% |
| YTD | -49.3% | +15.5% | -64.7% | -54.0% |
| 1Y | -58.7% | +2.0% | -60.7% | -60.1% |
| 3Y | -34.1% | -1.4% | -32.7% | -37.3% |
| 5Y | -64.5% | +30.6% | -95.1% | -71.0% |
| 10Y | -0.5% | +80.6% | -81.1% | -36.4% |
| All | +24.7% | +116.4% | -91.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling