+8.2%
GD vs ZBRA
+25.3%
-17.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.6% |
| 7D | +3.0% | -13.6% | +16.6% | +3.5% |
| 30D | +10.5% | -11.5% | +22.0% | +11.0% |
| 3M | -5.0% | -9.9% | +4.9% | -4.7% |
| 6M | +5.5% | +48.6% | -43.1% | +2.2% |
| YTD | +10.3% | +36.9% | -26.6% | +7.2% |
| 1Y | +8.2% | +27.7% | -19.5% | +6.7% |
| All | +8.2% | +25.3% | -17.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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