+43.1%
GD vs ZYBT
-57.3%
+100.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.5% | -1.8% |
| 7D | -5.3% | -6.9% | +1.7% | -5.2% |
| 30D | -6.4% | -31.8% | +25.4% | -6.4% |
| 3M | +5.7% | +94.0% | -88.3% | +5.1% |
| 6M | -0.9% | +99.0% | -100.0% | -1.8% |
| YTD | +8.2% | +40.0% | -31.8% | +7.6% |
| 1Y | +13.4% | -79.5% | +93.0% | +14.6% |
| All | +43.1% | -57.3% | +100.4% | +40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling