-0.8%
GFS vs ZBRA
-33.9%
+33.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +3.1% |
| 7D | +4.5% | -1.8% | +6.3% | +5.4% |
| 30D | -8.2% | -8.8% | +0.6% | -3.7% |
| 3M | -38.9% | +47.2% | -86.1% | -52.2% |
| 6M | -2.9% | +61.3% | -64.2% | -28.7% |
| YTD | +31.8% | +42.0% | -10.2% | +2.3% |
| 1Y | +43.1% | +10.5% | +32.7% | +28.6% |
| 3Y | -20.6% | +34.5% | -55.2% | -39.4% |
| All | -0.8% | -33.9% | +33.1% | +33.5% |
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