+7.2%
GEHC vs ZBRA
+36.8%
-29.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.8% | -2.3% | -0.9% |
| 7D | -7.2% | -3.4% | -3.7% | -6.4% |
| 30D | -11.6% | -7.4% | -4.2% | -9.9% |
| 3M | -0.8% | +57.5% | -58.4% | -13.0% |
| 6M | -11.9% | +64.0% | -75.9% | -24.1% |
| YTD | -21.9% | +44.3% | -66.2% | -30.7% |
| 1Y | -17.8% | +10.9% | -28.7% | -22.0% |
| 3Y | -3.5% | +37.5% | -41.1% | -16.6% |
| All | +7.2% | +36.8% | -29.6% | -16.1% |
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