+46.9%
GD vs ZYBT
-59.7%
+106.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +0.6% | +10.9% | -10.3% | +0.6% |
| 30D | +9.5% | -10.1% | +19.5% | +9.5% |
| 3M | -5.8% | -5.6% | -0.3% | -5.9% |
| 6M | +7.7% | +52.5% | -44.7% | +7.2% |
| YTD | +11.1% | +32.2% | -21.1% | +10.4% |
| 1Y | +6.1% | -28.3% | +34.4% | +6.1% |
| All | +46.9% | -59.7% | +106.6% | +44.2% |
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