+388.8%
GH vs ZBRA
+107.2%
+281.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.9% | -2.0% |
| 7D | -2.5% | -3.4% | +0.9% | -0.8% |
| 30D | -4.7% | -7.4% | +2.7% | -1.0% |
| 3M | +20.2% | +57.5% | -37.3% | -9.7% |
| 6M | +78.8% | +64.0% | +14.8% | +28.7% |
| YTD | +54.1% | +44.3% | +9.8% | +17.6% |
| 1Y | +177.1% | +10.9% | +166.2% | +142.7% |
| 3Y | +371.6% | +37.5% | +334.1% | +238.9% |
| 5Y | +21.9% | -39.7% | +61.6% | +40.8% |
| All | +388.8% | +107.2% | +281.5% | +148.0% |
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