+191.5%
GD vs ZBRA
+427.9%
-236.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.2% | -2.1% |
| 7D | -5.3% | +1.8% | -7.0% | -5.6% |
| 30D | -6.4% | -1.7% | -4.7% | -6.2% |
| 3M | +5.7% | +47.8% | -42.1% | -3.4% |
| 6M | -0.9% | +56.7% | -57.7% | -11.1% |
| YTD | +8.2% | +49.4% | -41.2% | -2.4% |
| 1Y | +13.4% | +16.5% | -3.1% | +7.6% |
| 3Y | +68.5% | +31.5% | +37.0% | +50.8% |
| 5Y | +97.2% | -38.6% | +135.7% | +108.1% |
| All | +191.5% | +427.9% | -236.4% | +86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling