+200.1%
GDDY vs ZBRA
+435.2%
-235.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | -0.1% | +1.2% |
| 7D | -3.2% | -3.4% | +0.2% | -2.1% |
| 30D | +6.8% | -7.4% | +14.2% | +9.4% |
| 3M | +30.5% | +57.5% | -27.0% | +10.3% |
| 6M | +13.3% | +64.0% | -50.7% | -6.3% |
| YTD | -21.0% | +44.3% | -65.3% | -32.4% |
| 1Y | -34.0% | +10.9% | -44.9% | -38.5% |
| 3Y | +33.1% | +37.5% | -4.5% | +8.7% |
| 5Y | +30.3% | -39.7% | +70.0% | +41.2% |
| All | +200.1% | +435.2% | -235.2% | +46.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling