+40.4%
GD vs ZYBT
-58.4%
+98.8%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.1% |
| 7D | -3.1% | -3.7% | +0.5% | -3.1% |
| 30D | -10.9% | -12.8% | +1.8% | -10.9% |
| 3M | +2.5% | +76.2% | -73.7% | +1.9% |
| 6M | -1.7% | +109.3% | -111.0% | -2.6% |
| YTD | +6.1% | +36.5% | -30.4% | +5.6% |
| 1Y | +11.7% | -84.0% | +95.7% | +13.2% |
| All | +40.4% | -58.4% | +98.8% | +37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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