+25.2%
GFS vs ZBRA
+23.7%
+1.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.2% |
| 7D | +17.2% | -1.2% | +18.4% | +17.6% |
| 30D | -8.7% | -17.8% | +9.0% | -4.1% |
| 3M | -19.7% | -16.0% | -3.7% | -16.1% |
| 6M | -40.7% | +31.4% | -72.1% | -45.5% |
| YTD | +22.5% | +30.9% | -8.4% | +7.4% |
| 1Y | +25.2% | +24.3% | +0.9% | +15.0% |
| All | +25.2% | +23.7% | +1.5% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling