+105.9%
GILD vs ZBRA
+35.9%
+70.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -4.8% | -3.4% | -1.4% | -4.6% |
| 30D | +5.8% | -7.4% | +13.2% | +6.4% |
| 3M | +14.9% | +57.5% | -42.6% | +10.8% |
| 6M | -0.4% | +64.0% | -64.3% | -4.4% |
| YTD | +18.5% | +44.3% | -25.8% | +14.3% |
| 1Y | +25.1% | +10.9% | +14.2% | +23.3% |
| 3Y | +105.9% | +37.5% | +68.4% | +97.9% |
| All | +105.9% | +35.9% | +70.0% | +97.9% |
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