+233.3%
GFI vs ZYBT
-58.9%
+292.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -1.3% |
| 7D | -4.9% | -3.7% | -1.1% | -4.9% |
| 30D | +10.7% | 0.0% | +10.7% | +10.7% |
| 3M | +25.6% | +72.2% | -46.6% | +28.4% |
| 6M | -8.3% | +103.1% | -111.4% | -6.3% |
| YTD | +6.3% | +34.8% | -28.5% | +8.7% |
| 1Y | +22.1% | -83.2% | +105.2% | +24.0% |
| All | +233.3% | -58.9% | +292.2% | +260.6% |
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