-7.8%
GFS vs ZBRA
-39.1%
+31.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.0% |
| 7D | +17.2% | -1.2% | +18.4% | +18.0% |
| 30D | -8.7% | -17.8% | +9.0% | +1.0% |
| 3M | -19.7% | -16.0% | -3.7% | -12.3% |
| 6M | -40.7% | +31.4% | -72.1% | -50.9% |
| YTD | +22.5% | +30.9% | -8.4% | -1.1% |
| 1Y | +25.2% | +24.3% | +0.9% | +4.4% |
| 3Y | -17.7% | +54.2% | -71.8% | -42.7% |
| 5Y | -23.5% | -46.3% | +22.8% | +18.0% |
| All | -7.8% | -39.1% | +31.3% | +29.0% |
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