+5.7%
GFS vs ZYBT
-57.8%
+63.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | 0.0% |
| 7D | +3.2% | -2.5% | +5.7% | +3.2% |
| 30D | -9.6% | -1.2% | -8.3% | -9.6% |
| 3M | -38.5% | +76.7% | -115.2% | -37.9% |
| 6M | -1.3% | +103.6% | -104.9% | -1.3% |
| YTD | +31.8% | +38.3% | -6.5% | +32.7% |
| 1Y | +44.6% | -84.7% | +129.3% | +51.9% |
| All | +5.7% | -57.8% | +63.5% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling