+632.4%
GEV vs ZBH
-25.6%
+658.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.7% |
| 7D | +1.6% | -4.7% | +6.3% | +1.2% |
| 30D | -7.9% | -4.5% | -3.5% | -8.3% |
| 3M | +5.6% | +7.6% | -2.0% | +6.0% |
| 6M | +13.1% | +0.3% | +12.8% | +13.3% |
| YTD | +46.7% | +4.5% | +42.2% | +47.7% |
| 1Y | +51.3% | -9.4% | +60.7% | +51.2% |
| All | +632.4% | -25.6% | +658.1% | +760.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 5y: compounded portfolio wealth divided by compounded ZBH 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…
5y analysis · Full analysis span regression · 6 months rolling