import three;

size(100);

path3 g=(1,0,0)..(0,1,0)..(-1,0,0)..(0,-1,0)..cycle;
draw(g);
draw(O--Z,red+dashed,Arrow3);
draw(((-1,-1,0)--(1,-1,0)--(1,1,0)--(-1,1,0)--cycle));
dot(g,red);