-20.0%
GFS vs ZBRA
+57.4%
-77.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.5% | +3.4% | +4.2% |
| 7D | -3.1% | -9.5% | +6.4% | +1.1% |
| 30D | -16.0% | -15.6% | -0.4% | -9.4% |
| 3M | -24.7% | -13.2% | -11.5% | -19.9% |
| 6M | -45.1% | +44.5% | -89.7% | -56.1% |
| YTD | +16.5% | +34.5% | -18.1% | -5.0% |
| 1Y | +19.3% | +25.9% | -6.5% | +1.3% |
| 3Y | -20.0% | +61.3% | -81.3% | -44.0% |
| All | -20.0% | +57.4% | -77.3% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling