+5.9%
GD vs ZBRA
+21.2%
-15.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.6% |
| 7D | -5.0% | -10.9% | +5.9% | -4.6% |
| 30D | +8.9% | -16.6% | +25.5% | +9.6% |
| 3M | -8.0% | -11.6% | +3.5% | -7.7% |
| 6M | +2.9% | +40.2% | -37.3% | 0.0% |
| YTD | +7.1% | +32.6% | -25.5% | +4.2% |
| 1Y | +5.9% | +24.7% | -18.8% | +4.6% |
| All | +5.9% | +21.2% | -15.2% | +4.6% |
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