-37.4%
GIS vs ZBRA
+33.4%
-70.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -8.4% | -3.8% | -4.6% | -8.4% |
| 30D | -5.2% | -10.2% | +5.0% | -5.2% |
| 3M | +8.2% | +58.7% | -50.5% | +8.3% |
| 6M | -12.0% | +61.9% | -73.9% | -11.9% |
| YTD | -18.9% | +41.7% | -60.5% | -18.9% |
| 1Y | -23.6% | +12.4% | -36.0% | -23.8% |
| All | -37.4% | +33.4% | -70.8% | -37.4% |
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