+42.0%
GD vs ZYBT
-58.1%
+100.1%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | -3.5% | -4.2% | +0.8% | -3.5% |
| 30D | -9.0% | -16.4% | +7.4% | -9.0% |
| 3M | +5.1% | +82.9% | -77.8% | +4.5% |
| 6M | -1.0% | +110.7% | -111.7% | -1.9% |
| YTD | +7.3% | +37.4% | -30.1% | +6.7% |
| 1Y | +12.4% | -80.6% | +93.1% | +13.6% |
| All | +42.0% | -58.1% | +100.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling