+3.7%
GFS vs ZYBT
-58.1%
+61.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.3% |
| 7D | +2.6% | -4.2% | +6.9% | +2.6% |
| 30D | -16.4% | -16.4% | 0.0% | -16.4% |
| 3M | -41.6% | +82.9% | -124.5% | -41.0% |
| 6M | -3.7% | +110.7% | -114.3% | -3.7% |
| YTD | +29.3% | +37.4% | -8.1% | +30.2% |
| 1Y | +37.1% | -80.6% | +117.7% | +43.0% |
| All | +3.7% | -58.1% | +61.8% | -0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling