+142.4%
GILD vs ZBRA
-40.4%
+182.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -0.9% |
| 7D | -4.8% | -3.4% | -1.4% | -4.5% |
| 30D | +5.8% | -7.4% | +13.2% | +6.5% |
| 3M | +14.9% | +57.5% | -42.6% | +9.9% |
| 6M | -0.4% | +64.0% | -64.3% | -5.3% |
| YTD | +18.5% | +44.3% | -25.8% | +13.6% |
| 1Y | +25.1% | +10.9% | +14.2% | +22.8% |
| 3Y | +105.9% | +37.5% | +68.4% | +94.7% |
| All | +142.4% | -40.4% | +182.8% | +147.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling