+38.0%
GEV vs ZYBT
-37.3%
+75.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.7% | -8.2% | -7.5% |
| 7D | -13.2% | -3.5% | -9.7% | -13.2% |
| 30D | -25.1% | +24.3% | -49.4% | -25.2% |
| 3M | -24.3% | -41.5% | +17.3% | -24.2% |
| 6M | -29.6% | +58.6% | -88.2% | -30.2% |
| YTD | +18.2% | +20.0% | -1.8% | +14.2% |
| 1Y | +38.0% | -35.2% | +73.2% | +28.2% |
| All | +38.0% | -37.3% | +75.3% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling